In order to store your items in an S3 account provided by AWS, you need to enable certain Scrapy settings in Scrapy Cloud.

First, go to your Spider settings and select these fields, using your credentials provided by AWS:

Once your job is finished, you can check the log to see if items were delivered:

If you cancel your job before it's finished, delivery won't be made to the S3. 

For more information on Feed Exports, see: