Heather - according to the workflow you outlined above, when you clicked on "Add Photos" in the internet application a folder/file navigation window should have opened, in which you apparently navigated to your SD card and selected the 500 NEF files. Is this right? If so, the original NEFs should still be on your card. (As Theresa said, what is at present stored in the cloud are low resolution versions.) Copying the originals to a folder in your computer will be much faster than the uploading was; the data link from a built-in card reader to an internal drive should be hundreds of times faster than the upload to even the best of broad-band web connections. Open the desktop app (presumably Lightroom CC 2015.8) and then open from the File menu the "Import Photos and Video" dialog. In the left side panel navigate to your card. In the central area select which NEFs you want to import. At the top select "Copy" and in the right side panel designate the computer folder destination.
If you have already invested time in editing the versions on the web, it will be possible to synchronize that editing to the desktop application's catalog.