How do I delete photos on my iPhone but keep them in my iCloud?

iCloud Photos is a syncing service. Any photo you delete from a device where iCloud Photos is turned on will also be deleted from iCloud and from any other device connected to iCloud Photos. You can potentially reduce the storage space required on a device by turning on Optimize Storage. See: https://support.apple.com/en-us/HT204264

Apple does not currently offer cloud-only storage for photos. If that is what you want or need, you may want to explore 3rd party options such as Google Photos or Dropbox.

If you want to turn off iCloud Photos on a device, see the information in: https://support.apple.com/en-us/HT204570

Another way that photos may be on iCloud (if you don’t have iCloud Photos turned on) is via a backup of an iOS device. The only thing you can do with a backup is use it to restore a device or set up a new device. The contents of backups are not viewable at iCloud.com and if you delete a photo from a device it will not be included in future backups and will be lost.

You can log disable photos syncing to the cloud on your device. Before making any change, be sure you make a latest back up of your phone with the photos. I'd go a step further and back up to your computer if you have one (extra, not required). The instructions below are for the latest iphone IOS 15.1.1. If you have a much earlier vs, it may differ some.

FROM YOUR PHONE: Go into iCloud, toggle off the photos: Settings>icloud>photos>...then toggle off icloud photos. It will ask automatically if you want to remove photos on your phone. From what I read, you'd select yes here. Take your time, and be sure it's what you want. It may take a few minutes to make this choice completed on your phone.