iCloud Photo Library can contain irreplaceable photos and videos and, as such, you want to make sure you back it up right. Apple will keep copies online, subject to how much storage your plan has available, but you really want more than that. You want a local backup as well... and maybe more.
Since you really do need sufficient drive space to store all your photos or videos, a desktop Mac with a big hard drive is best, or a laptop or desktop with a big external drive that hosts your local Photos library. Before proceeding, make sure you have enough storage to fit your needs.
- Launch Photos for MacOS on your Mac
- Go to the Photos > Preferences menu (or type CMD + , (comma key))
- Click on the iCloud tab
- Click on Download Originals to this Mac
- Once all your photos and videos have finished downloading to your Mac, you'll have a primary local backup.