I can see all of my photos on iCloud.com but they are not showing up in my iCloud drive on my mac

iCloud Photos are in the Photos section of iCloud; that is different than iCloud Drive. Both are part of iCloud and your iCloud storage but they are different services (or sections or areas). On your Mac you can access iCloud Photos via an internet browser at iCloud.com. You can also access them in the Photos app on your Mac if you choose to turn on iCloud Photos on your Mac.

See: Set up and use iCloud Photos - Apple Support

Also for more information on iCloud Drive, see: What is iCloud Drive? - Apple Support

You have not created a folder in iCloud Drive and moved photos from www.icloud.com in the folder , that's the reason they are not showing , the basic purpose if iCloud Drive is to sync the documents , files ....with iCloud .

Perhaps if you click on finder , in pictures folder double click on Photos Library.photoslibrary a pop up will appear click on open the photo application will open , you can view the pictures that are saved in the photo application .