Saving photos from iCloud

How can I save photos from my iCloud without having to download each photo individually to my computer? I cannot download a copy of all the pics and videos on my phone when I turn off the iCloud Photo Library. I don't have enough storage in my phone to do that. I would like my photos to easily go to my photo stream on my computer. If I select the Remove from iPhone option, will I lose all my pics that are on my phone? Or will they still be in my iCloud? I can't figure out how to save the photos. Help, please! Thank you!