iCloud storage

Documents in Numbers and Pages have been stored in iCloud, although I did not ask for them to be. I want them on my hard drive only. If I go to iCloud in Systems Preferences and try to uncheck storage of Desktop and Documents folders, I get the message: If you continue, items will be removed from the Desktop and the Documents folder on this Mac and will remain available in iCloud Drive. How can I get my documents off the cloud and keep them on my hard drive only?