The OP wrote : When I am on my MacBook and I save a file to the desktop or take a screenshot, it saves it to both the device and remotely to my iMac. Also, if I delete a file off of one device, it deletes it from the other as well. How do I turn this off??
It means there are two devices , doing sharing via back to my
to mac or in system preferences > through sharing .
If we go to system preferences > I cloud > options .

It will definitely remove items from desktops and documents folder on this Mac and will remain available in I cloud .
Note : If the user is using back to my Mac or sharing services by different method that is remotely , I think that unchecking the box of back to my Mac , and what tjk thought and wrote : I'm on 10.11.6, so it may be different, but open System Preferences and uncheck the appropriate sharing services , will work .
Just a thought .