Not wanting my documents on iCloud as they about fill my 5gb quota,I tried to drag the folder to my desktop from the applications window iCloud heading on the left hand side, POOF and the folder was gone not to be seen again, Can any one please tell this old fool how to get the folder back and out of iCloud forever, many thanks :-)
Open system Preferences and go to iCloud.
When you opt out of storing documents in the cloud it should fix things. If not, log out then restart the Mac.
Ah, you discovered the 'remove from Sidebar' option rather than the 'copy contents'
You can restore the Sidebar icon from Finder Preferences > Sidebar
To prevent iCloud storage go to System Prefs > iCloud > iCloud Drive > Options...
Switching off any item immediately empties the corresponding folder in the iCloud folder, so make sure to copy out first.
Switching back on does seem to restore them after a while - I really don't know where they go in the meantime, or if after a while they would purge entirely, like deleted photos.