This can happen because iCloud automatically offloads files that you haven't used recently and stores them in the cloud. Those items will have a cloud icon and a down arrow next to the file name. This is a feature of the operating system so it is not something we can change. However, there are a couple of workarounds for the iPad and Mac:
Move files or folders to your device:
On the iPad you can move the files or folder to the On My iPad location so they are always available locally even when you are offline.
On the Mac you can turn off Desktop & Documents Folders in System Settings so that you files are stored locally and not backed up to iCloud.
Download files or folders to your device:
On the iPad you can long press on any file or folder with the cloud icon and a down arrow, then press Download Now from the resulting popover.
On the Mac you can right click on any file or folder with the cloud icon and a down arrow, then press Download Now from the resulting popover.