iCloud & iCloud Photos · iCloud Drive basics
How do I stop a particular app from syncing to iCloud on my Mac?
Short answer: In System Settings → your name → iCloud, switch off the built-in service, or open iCloud Drive's list of apps syncing and turn the app off. It stops syncing from now on; data already in iCloud stays until you delete it.
Open System Settings → your name → iCloud. Built-in services (Photos, Notes, Messages and so on) have their own switches; for other apps, open iCloud Drive and look for the list of apps syncing to iCloud Drive, then turn off the ones you don't want.
Turning an app off stops it syncing from now on. Depending on the app, macOS may ask whether to keep its existing data on the Mac. Data already in iCloud stays there until you delete it — see deleting an app's iCloud data.