How get data from iCloud onto iPhone

I have an iPhone 14 running iOS 17.1.1. I have disabled most iCloud stuff for my iPhone, but I just noticed that iCloud Drive under Storage in Settings comes with a note saying that files stored in iCloud Drive (and probably data used by certain third party apps) are downloaded on-demand. I want those files on my iPhone. If I turn off iCloud Drive syncing, then they won't be on my phone and would instead be deleted from my phone. How do I fix this?