Yes, if you delete your photos from iCloud Photo Library, they’re deleted everywhere
Apple must not have explained iCloud Photo Library well to people, or folks just can’t conceptualize how it works. Our most frequently asked question in recent months, and one we’ve answered in various articles before, is usually posed like this:
I am finding a lot of info about photo sharing but can’t seem to find an answer to this one question: Can I delete photos from my iPhone and the cloud without it deleting photos from iCloud Photo Sharing?
I could post several dozen variations that come in each month, but that’s the gist. (I’ve omitted the sender’s name so as not to single them out!)
iCloud Photo Library is both a storehouse and a sync conduit, and Photos in both iOS and OS X can be used as a full-resolution backup or a preview of that library. Those combined parameters are perhaps what makes it confusing.