Ofc this is not the same, instant, access to files but it will get the job done if a backup is what you are after. There is an extensive KB article on that matter here: DiskStation Manager - Knowledge Base | Synology Inc. Regarding a conventional backup, you can use Time Machine with your Synology as well. Afterward, you can focus on installing Synology Drive local mac client and select its 'location' on your mac.

If it is, then 1st look up how to move your iCloud drive location to any custom location. If this is not a problem, then just ignore this. The problem here is that you will have to 'move' your iCloud drive to Synology Drive location on your mac in order to avoid doubling your data.

With it, you will be able to have access to your data that will be synced with your NAS all the time as well as your Mac. It will create an iCloud drive/dropbox solution for you that will allow you to have all your data synced with your NAS. If you want iCloud drive solution (so data accessible via your Finder app on your Mac) then you can use Synology Drive package. It all depends do you want them to be accessible instantly or as a backup/restore option.

There are a number of ways you can backup your mac data that are also being pushed into iCloud. The quick answer is there is no native support for icloud syno. Hi and welcome to the forum and into Syno world.

Idrive and synology