Not all Apps are designed to synchronise between devices. For those that do, they will either:
a) require you to sign-in to the App - the App being linked to some external service or website provided and operated by the App Developer, or
b) require you to synchronise the App to iCloud.
For the latter, if iCloud is used by the App to synchronise between devices, this will need to be enabled in your device settings on each device that you wish to synchronise via iCloud:
Settings > [Your Name / Apple Account] > iCloud > [Saved to iCloud] See All
Of listed Apps, explicitly enable those that you wish to synchronise.