Move my pics from Icloud

If you do not want them on the phone, delete them from the Photos app.

If you want to keep them on the phone, but delete them from iCloud, make sure you have full resolution photos on the phone. Then go to Settings/Your Name/iCloud and turn photos syncing off. The only way I am aware of is to do a manual delete at iCloud.com/Photos. Hold down the command while selecting the photos. Then click the Trash Can. You can also try selecting a moment, then click the Share button, and then cancelling the Share. The photos should remain selected.