How do I delete pictures from my iPhone and not from my iCloud

This is actually not possible if your photos sync with iCloud Photos.

What you can do is move your image to iCloud Drive. Drive and Photo do not sync together. That way, you can remove the photo from inside the Photo app, and in fact from iCloud Photo - but keep it in iCloud Drive. If you know Dropbox, Google Drive, OneDrive, Box etc. - iCloud Drive works the same way.

You can do the following:

1) Open the Photo app

2) Find the image you want to keep in iCloud

3) Touch the small "square with up arrow" in the bottom menu

4) Select Save to Files

5) Select iCloud Drive and the folder you want to save the image in

6) Press Save

Now you can delete the photo from the Photo app and know that the photo is stored in iCloud Drive. You can find the image in the Files app, which is installed from the start on your iPhone. You can always rename the photo, move it to another folder, share it - or choose to save it again in the Photo app if you wish at some point.