Opening and Using Documents online (in iCloud, Dropbox, etc.)

PLEASE ADVISE: When I click on a document in iCloud, or any site using Safari, it downloads the item to the DOWNLOADS file instead of opening it.
This creates a file on my computer instead of using iCloud the way (I think, anyway) it's designed to work.
Is there a setting I can change to remedy this situation.  Thanks and let me know.
JSM

I'm sorry what does that mean? Can you guide me step by step? If you mean "pages" the app itself, when you open it, every has been wiped. But in icloud, all the documents are there but won't let me open them.

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