I went ahead today to see how to do this (and I installed High Sierra instead of Sierra but no matter).
When I did the clean install of High Sierra I didn't log in to iCloud because I wanted to copy messages over from El Capitan, which obviously doesn't store messages in iCloud.
But when I connected my user account to the drive that holds the main user folder that I have used on El Capitan for several years, the Mac automatically logged in to iCloud. This caused lots and lots of messages to show up in the High Sierra Messages.app.
The messages include the messages pulled from iCloud, but what I am wondering is if all old "non iCloud" messages that were on El Capitan are there or if they may have been over-written by what's in iCloud. Any thoughts on that?