If I delete messages on iPad will it delete on phone

If you have messages in iCloud enabled, your messages will then be deleted on your other devices.

WRONG!!

I have iCloud enabled on all devices, but I still have to delete Messages from MacPro, MacBook, Mac Mini, iPhone and iPad individually!

Check your settings. If you are syncing with iCloud, what you do on one device affects all devices. That's how it works.