Saving books to MacBook and not iCloud

I've got a bunch of books downloaded in my Books app. I don't want them to be stored on iCloud, only locally on my MacBook. How do I do this? If I select delete from iCloud on Finder it will also delete them locally.

Is there also a way to toggle settings so that it always downloads locally and not on iCloud? Then if needed I can add them individually to iCloud. Thanks!!