How to download entire iCloud Photo Libary to Windows PC
This strategy works at the time of writing using nothing but the PC.

Install iCloud for Windows
Open File Explorer and open the context menu (right-click) on the iCloud Photos entry in the left-hand-side panel (image below)
Select 'Always keep on this device', and wait for the green progress bar across the path to disappear - every file should now have a green tick as its 'status' indicator
Once this is done, copy files across to a part of your hard drive that isn't managed by iCloud
Open iCloud, untick 'Photos', activate via the 'Apply' button, and confirm 'Delete from PC'.

Your iCloud Photos are now un-synched from your PC but all the files will be in the location you chose in step 4.
Once this