Why I can not upload all my pictures from my Iphone 6 to my PC and then delete all of them

You can. Just switch iCloud Photo Library OFF.

If you still want the iPhone to upload automatically all new images, switch My Photo Stream ON.

Photos User / Help guide:

https://help.apple.com/photos/mac/1.0/?lang=en

iMore has a very detailed, well illustrated article on iCloud Photo Library:

http://www.imore.com/how-use-icloud-photo-library-ultimate-guide