Q: Syncing an older photo library with Photos.

I have photos on my phone and iPad that go back to 2009. I have over 2000 of them. I want to know how to sync photos with my Mac, my iPad and my iPhone. When I click on the button to sync to the iCloud library on my iPhone I get a warning message saying that all of my photos will be removed from iTunes. What does that mean? Are my photos being permanently deleted or simply moved to a different storage area?