If you are unsure how to access My Photo Stream, you have probably never used it and don't have to worry about it.
Apple's warning about the shutdown of My Photo Stream applies only to the photos cached in My Photo Stream, not to all photos saved by Photos on your devices or in iCloud Photos or Shared Albums.
If you have had My Photo Steam enabled on some of your Apple devices, My Photo Stream will have copied the most recent photos you imported (at most 1000 photos, and only the photos from the last 30 days) to its own cache in iCloud so your other devices could import them as well. These copies of your photos may be lost, when My Photos Stream is shut down, but the originals on your devices will still be there, unless you already deleted them. If you have not used My Photo Stream during the last thirty days, there is nothing to save.
You may have received this warning, if you have used My Photo Stream a long time ago, with iPhoto or Aperture. In that case you need to check for My Photo Stream in the corresponding photo libraries on your computer. On a Mac we can have several photo libraries and only one at a time can be syncing with My Photo Stream.
Some background reading what this shutdown is about: