turning off auto upload to iClourd, photos app

Where do photos get stored after turning off auto upload to iClourd? I backed up my photos then I followed this:

"How to turn off iCloud Photos

If you no longer want to store your photos and videos in iCloud so that they sync across your devices, you can turn off iCloud Photos for one device, or for all of your devices.

On your iPhone or iPad, go to Settings > [your name] > iCloud > Photos and select Download and Keep Originals. Keep your device plugged in to power and connected to the internet."

Where do the photos go? Are the ones that are not downloaded beforehand deleted?