Apple is very keen that you should use its photo storage service—and its music service, and its mapping service, and its messaging service—rather than anyone else’s, and there aren’t really any options to get your files out of Apple Photos on iCloud like there are in Google Photos. You can download individual photos and videos from iCloud on the web, but that’s likely to take you a long, long time.
Your best approach here is to install the app you want to transfer your photos and videos to on your iPhone, iPad, or Mac, and forget about the intermediate step of downloading all your files to a computer. You need to make sure all your photos and videos are stored on your device of choice though, not in the cloud. To do this, go to iOS Settings and choose Photos then Download and Keep Originals, or open Photos on macOS and choose Photos, Preferences, iCloud, and Download Originals to this Mac.
If you know all your photos and videos are on your computer or mobile device, you can move them somewhere else by installing the relevant app: Dropbox for iOS or macOS, for example, or OneDrive for iOS or macOS. If you have access to a Windows computer, you can use iCloud for Windows to sync all your files to the local hard drive before uploading them somewhere else.
Like Apple Photos and unlike Google Photos, OneDrive doesn’t have a mass export tool to download all of your photos and videos in one go. You can select and download bunches of files via the web interface or the mobile app, but if you’ve got thousands of pictures and video clips to transfer, it’s not really practical to transfer them all like this.
If you’re using OneDrive for your files, we’re assuming you have access to a Windows laptop or desktop. You can make sure all of your photos and videos are synced locally to this computer by opening OneDrive in File Explorer, then right-clicking on the folders holding your images and videos and choosing Always keep on this device. You can then install another app—Dropbox, Google Backup and Sync, iCloud for Windows—and point it towards these OneDrive folders.