"Photos Synced from Finder will be Removed". What does this mean?

If you have photos on an iPhone or iPad that were placed onto the iPhone/iPad by using iTunes (or more recently Mac Finder) to sync them from a computer to the iPhone/iPad, they will be removed from the iPhone/iPad when you turn on iCloud Photos on those devices.

The originals would normally be on the computer that they synced from and they can be uploaded to iCloud from there; they will then sync to the iPhone/iPad so they will be back on those devices. See the "What if some of my photos and videos are missing after I turn on iCloud Photos?" section of Get help with iCloud Photos - Apple Support

for more information.