How can I delete photos on my iPhone, but keep them on iCloud?

iCloud Photos is a syncing service. Any photo you delete from a device where iCloud Photos is turned on will also be deleted from iCloud and from any other device connected to iCloud Photos. You can potentially reduce the storage space required on a device by turning on Optimize Storage. See: Set up and use iCloud Photos - Apple Support

Apple does not currently offer cloud-only storage for photos. If that is what you want or need, you may want to explore 3rd party options such as Google Photos or Dropbox.

If you have iCloud Photos turned on in both devices, the photos will automatically be on both devices and if you delete from either one, they will be deleted from both and from iCloud.

If iCloud Photos is not turned on in the Mac then whatever you do there will not sync with iCloud Photos or the phone.