Cloud is a feature on Candy Crush Saga only seen in the web version.
Clouds separate worlds. The bottom half of the clouds can be seen at the end of a world, and the top half can be seen at the bottom of the next world. Both sides of the clouds have pink arrows on them that when clicked, will take you to the other side of the clouds, thus switching worlds.
Worlds were added at the same time as Fudge Islands to separate the map and to stop it from getting too long, as well as allowing easy access to levels as one can switch world on the side bar. Sometimes, when new worlds are added, some episodes may change pathway layouts.
Since worlds are not split on mobile, there is no cloud to separate them, and the new areas are simply added to existing pathway (with some exceptions, causing pathways on mobile to be linked without breakage and different from their web counterparts).