Deleting data from icloud

If you have your phone set to sync photos to iCloud then yes, if you delete them from iCloud it will delete them on the phone too. You would have to turn off iCloud syncing in order to prevent this. Of course then your photos won't back up to iCloud either so you will have to sync your phone to a computer instead to effect a backup.

Read this support article about how to change your iCloud feature settings [iOS and Mac] - Change which apps sync and store data with iCloud - Apple Support - "'When you turn off an iCloud feature on a device, information stored only in iCloud for that feature is no longer available on the device. If you turn off Mail, Contacts, Calendars, Notes, Reminders, or iCloud Photos on just one device, you can still view and change your information on iCloud.com and on another device you set up for that feature."

If you really want to keep a picture on your phone but not include it in the synchronization with iCloud, then you can use "Save to Files>On My Phone" in the Share menu. This will put a copy of the picture in your Files app, which is not shared with iCloud. Then delete the picture from Photos, and it will be deleted in iCloud Photos, as well. You can view the picture in Files, but you can't use Photos' tools for editing, etc. You can later, if you want, use "Save Image" to copy the picture back to Photos.

Though it may at first seem simple, using a cable to transfer pictures between devices is way more complicated than using iCloud synchronization.