What is iCloud Activity? How do I access them and delete?

I use to use My Photo Stream, but also ticked the box following the latest update, for iCloud.

Now on my phone there is no My Photo Stream. Just All Photos, plus other folders.

On my Windows 8.1 laptop, I can see Activity with a ton of photos in there, some taken last year, but I cannot see how to access the folder where they are, nor how to delete them to save storage (and because I have them saved elsewhere).

So I'd like to know how this works please. so I can access them on my phone, iPad and Windows PC.

Many thanks

Simon