How can I access my iCloud files on my Mac?
The iCloud files are cached on your Mac, so you can access them even when you have no internet connection. They are stored in ~/Library/Mobile Documents/.

To make it even more accessible, you can add the folder in your sidebar.

There you'll see that each application has it's own folder with it's own documents. Files can be added or removed in this window.
To make sure you're working in your iCloud, you can try and delete a file. Your Mac will notify you, you're deleting the file in iCloud.