About iCloud storage

You have the opportunity to "optimize" storage on your device, if you follow the steps listed in: Manage your photo and video storage - Apple Support

"Your photos and videos are stored on your device in their original, high-resolution version. This means that they use a lot of space on your iPhone, iPad, and iPod touch. With iCloud Photos, you can make more space available on your device and have your entire collection, everywhere you go.

Get started with iCloud Photos:

1. Tap Settings > [your name] > iCloud > Photos.
2. Turn on iCloud Photos.
3. Select Optimize iPhone Storage to save space on your device.
4. 

With Optimize Storage, smaller, space-saving photos and videos are kept on your device while all of your original, full-resolution versions are stored in iCloud. And as long as you have enough space in iCloud, you can store as many photos and videos as you want."

Generally speaking if you delete any kind of "data messages etc," from your device it is also removed from iCloud. It is also removed from any other device/service which is using iCloud, and is associated with that Apple ID. iCloud - Official Apple Support

What are you trying to do?

iCloud is essentially/primarily a syncing service, therefore any data associated any device using the same Apple ID, shares the same data, and when the data is deleted on one device, the data is removed from all devices.

iCloud doesn’t free memory on the iPad or iPhone, right? For example, I save my photos to iCloud to free device memory - I delete the photos from the device. I lose photos from all devices, right? iCloud is good for backup only!

is there a way iCloud could help free device memory?

Photos, yes.

I'm not sure what you mean by "anything."