A family of Microsoft word processing software products for creating web, email, and print documents.
First, it is "OneDrive" not "One Cloud." The wrong jargon is going to give you wonky search results.
Which files?
Documents? Spreadsheets? Presentations?
You find them in your OneDrive and copy them to non-synced folders on your hard drive.
You change the default Save location in Word and other Apps to be the local computer.
File > Options > Save