Gather

iCloud

Open the Photos app on your Mac

Since your photos are in iCloud, you can export them straight from your Mac.

Spotlight search showing Photos app

Select your pictures and export the originals

Pick the photos you want from your library or a private album. Go to FileExport Export Unmodified Originals and save them to a folder. This can take a while, so grab a drink.

Selected photos in Apple PhotosFile menu showing Export Unmodified Originals

You're all set

Now all you need to do is create your book and drag the folder in.