Download every content from icloud

Dear all,

I use iCloud to store every file I have from my 4 devices: two iPhone, one iMac and one MacBookPro. When I have a backup with Time Machine I would be sure that every content from my specific device is stored in the HD where TimeMachine works, because even if MacBookPro has just 250giga, my iCloud plan stores until 2Tera!

So the question is: every file in Drive from my devices, already stored on iCloud, is also on TimeMachine backup when I use a physical hard disk to have a TM backup?

thanks in advance