iCloud with everything Apple has promised is not out yet. However if you have a developer's account and are subscribed to the OSX program ($99) you'll have access to 10.7.2 and iCloud beta 5 as of now - which allows you to create an iCloud email address and back up minor things to the cloud - though it may risk deletion as is often the case with beta releases.
Hypothetically, if you did have it, you'll find it in your systems preferences under "Mail, Contacts and Calendars". It's limited in functionality as of now though.