How can I remove photos and videos from my phone but keep them in my iCloud?

You cannot. iCloud photos synchronizes photos and edit to them across all your devices. When you delete a picture on a device you delete it in iCloud and on all other devices sync’ing to that iCloud account.

You can transfer photos and videos to a computer to archive them, and then delete them in the device (and thus iCloud) to free up space -> Transfer photos and videos from your iPhone, iPad, or iPod touch - Apple Support