The Steam Cloud can be toggled for individual games, or as a global Steam setting for all games. When the Steam Cloud functionality of a game is disabled, all progress that would normally be saved via the cloud will only be saved locally on the machine where the progress was made.
Individual games:
From the Steam Library, right-click on any game and select Properties...
Under the General tab, the Cloud Synchronization setting can be toggled.

All games:
From the Steam client Settings window, navigate to the Cloud tab.
Steam Cloud can be enabled or disabled using the toggle next to Enable Steam Cloud Sync for applications that support it.
