Norton Cloud Backup

I DON'T WANT to use cloud backup but the protection report I received from Norton shows that they have taken a lot of the files from my computer and put them on a cloud.  I don't want ANY of my files to be stored on a cloud.  I didn't even know that was happening.  I need to know how to remove them and to ensure that they are only created and stored on my home PC.  Can anyone help please.

Thank you