Hi Tomas,
Thanks for reaching out Yes, indeed you can download the files from Adobe Creative Cloud folder. Please open the file from the Adobe Creative Cloud files folder on your desktop and you can copy the file to your desired location.
Note: Please ensure that you are signed in your creative cloud desktop app with the same Adobe ID which you use to sync the file.
For more information, you can also refer to this help article: https://helpx.adobe.com/in/xd/help/cloud-documents.html
Let us know if this helps or if you need any further assistance.
Regards
Rishabh