What converter App? From where?
If they are already on your laptop, what does the issue it have to do with iCloud?
Its the issue that the app converter app is not downloading? Or that the app can't access the photos?
Microsoft Photos should be able to open HEIC photos on its own already.
If the issue is with an App on Windows for files already only our Windows PC, then you get better help ing you ask your question on the Windows forums.
https://techcommunity.microsoft.com/category/windows/discussions/windows11
Please be very clear what issue is. We cannot see what you see, so we have no idea what is going on.