I received an email from Apple saying my iCloud was signed in on the web

This seems like a very lifelike scam attempt. I get real mails from apple via the mailadress no_reply@email.apple.com

As you see, there is a underscore in the mailadress that sends me legitimate mails that is not in your screenshot

But if you're afraid that your Apple ID is compromised, you can always change your password to be sure

There is much confusion about if that email address is valid. There are also cases where the lower case "L" in Apple could also be the uppercase "I" (eye), as they look exactly the same. The one thing that is missing from that email that usually identifies it as a scam is a fake phone number for you to call or a fake link that would be used for them to steal your personal information such as your password.

IS no_reply@email.apple.com A VALID EMAIL… - Apple Community

In any case, you can review if anyone is signed into your account by going to Settings > [name on top], and scroll down to the bottom of that page to view the devices signed in. It may also be a good time to reset your password, which should be done regularly anyway. Of course if you did sign into an Apple website including this one, that would explain it even if it was from the same iPhone.