How do I get rid of the iCloud connection between my iPhone, iMac and iPad?
Since you have signed in all the devices with an account, you can only turn off iCloud for specific services you don’t want to continue syncing. Logging out is one radical option but it renders several apps like app store unusable.
On iOS, go to Settings -> Apple ID (first thing in the list) -> iCloud. Then disable whatever iCloud service you do not want to use.
On MacOS, go to System Preferences-> iCloud and do the same.
You might want to keep some things in iCloud like iCloud Drive documents for which turning it on iMac would be helpful if you some day might want to access them remotely.