The settings for iCloud Photo Library on your iPhone are explained here: http://help.apple.com/iphone/11/#/iph961b96c4d
On your iPhone you will see the iCloud settings in "Settings > Your Name > iCloud > Photos". Is iCloud Photo Library turned on? Do not change anything there just now, only look. Is iCloud Photo Library enabled?
The photos are in my deleted folder on my iPhone I think but I don't understand why they've been deleted from icloud?
If iCloud Photo Library is enabled, you are syncing your iPhone with iCloud. Any Photo you move to the "recently deleted" album on your iPhone will we moved to recently deleted in iCloud as well. When syncing with iCloud, do not delete any photo from your iPhone, that you want to keep, or it will be deleted from iCloud as well.
Put the photos back from Recently deleted, so you can access them again with iCloud for Windows and save the on your PC, before you delete them from your iPhone.