If you just need a few specific albums or a handful of photos without installing software, the web interface at iCloud.com/photos is your best bet.
For those looking to move a massive library (e.g., 50GB+) to a PC for permanent storage or to quit iCloud, the Apple Privacy Portal is the hidden "power user" move. How To Icloud Photos To Windows Pc
To actually store the files on your hard drive, right-click the photos or folder and select "Always keep on this device" . If you just need a few specific albums
The iCloud for Windows app is the official solution for users who want their PC to act like a Mac, automatically syncing new photos from their iPhone. How To Icloud Photos To Windows Pc