Hi giorgia180,
We understand you'd like to store your pictures directly to your device instead of in iCloud. We're happy to help.
To download your existing pictures and prevent future pictures from saving in iCloud, you'll need to turn the iCloud Photos service off. Navigate to Settings > your name at the top : iCloud > Photos, and turn the iCloud Photos option off.
Set up and use iCloud Photos
You'll also want to make sure you have enough available storage space on your device to save all of the pictures. If you do not have enough storage space, you'll either need to continue using the iCloud Photos service, or delete some pictures to make enough space on your device. You can check your available storage space in Settings > General > About > Available.
How to check the storage on your iPhone, iPad, and iPod touch
We hope this helps. Take care!