You have iCloud Photo Library turned on. That means that all of your photos can be seen in iCloud, and if you want to see them on your PC, you will need to set up iCloud Photo Library on your PC: Set up and use iCloud Photo Library on your Windows PC - Apple Support
Here are some additional articles that will help you to understand how iCloud Photo Library works:
iCloud Photo Library FAQ - Apple Support
iCloud Photo Library Help - Apple Support
Be sure to read the articles carefully, as iCloud Photo Library is a sharing service, not an archival one. That means that anytime you are accessing iCloud Photo Library (whether from your iOS device, your PC, or iCloud.com), anything you do to the photos (including deleting them) will occur across the Photo Library on all devices and computers.
Also, with iCloud Photo Library, because it is a sharing service, all of our photos in the Library are downloaded to all devices and computers using the library. You can turn on Optimization, which will save space by optimizing the photos on your devices and computers when needed (i.e., they won't all be full resolution, and if you want one of the optimized photos to be full res, you have to download it), but they all will be propagated everywhere that iCloud Photo Library is being used.
Best of luck,
GB