Hi holmestp,
Photos and videos are shown automatically when iCloud Photos is enabled on your PC. The photos and videos will download on your PC after double-clicking to view the file. You can see that information here: Set up and use iCloud Photos on your Windows PC - Apple Support
New photos and videos you add to iCloud Photos are shown on your PC automatically. To download the file from iCloud when you view it, double-click its thumbnail.
While there isn't a way to prevent the automatic downloads from happening when clicking to view the file, you can disable iCloud Photos on your computer to prevent the photos you take on your iPhone from appearing on your PC. Check out those steps in the following article: How to turn off iCloud Photos - Apple Support
On your PC
1. Open iCloud for Windows. Make sure that you're signed in with your Apple ID.
2. Next to Photos, click Options.
3. Deselect iCloud Photos.
4. Click Done, then click Apply.
If you choose to disable iCloud Photos on your PC, downloading photos and videos from iCloud.com always remains an available option for accessing your media: View your photos and videos on iCloud.com - Apple Support
Kind regards.