Is there any library or something that works like iCloud but for different operating systems (Android, IOS, Windows Phone) that allow me to save game data to cloud and open the game data from another device to sync the game progress?
You could develop your own SOAP or REST API, host it on a website and have your apps connect to that. You'd have full control over it and wouldn't have to pay for anything (other than hosting, of course). There is more of a development cost up front than using some kind of pre-built package, but you have the control to scale as you need to and make the API do exactly what you'd want.
Unfortunately, I don't know of any libraries or packages that provide this functionality so I can't help you there.