What does “487 images in iCloud” mean in iMessage and how to download them?

My iMessages has that message underneath where all the conversations photos are, and a lot are missing from that section. I click download and they never do as they never show up in the conversation or in the photos section. Am I doing this wrong or misunderstanding the message? I’m very confused

[Re-Titled by Moderator]

Original Title: “487 images in iCloud” message on imessage