Since I turned iCloud Photo Library on on my iPad, I have all my pictures from Photos on Macbook. These not downloaded yet (little thumbnails) are loaded fully onto my iPad when I try to preview them. But the question is how can I do this from the other side. What to do to have it on iCloud but on on my device. Once I need it I download my movie again, and it is working on my device again. Is it possible? I cannot find this.
I assume your problem resides in the fact that Photos app is taking too much space on your iPad.
If this is the issue, your best solution for managing space and keeping a synced Photo Library across devices is to enable Optimise iPad Storage under Settings -> Photos & Camera -> Optimise iPad Storage on your iPad.
The Photos app on your iPad will then manage which photos are kept at high resolution and which are just stored as thumbnails. You can also activate the same preference on your Mac's Photos app, under Photos -> Preferences -> iCloud Tab -> Optimise Mac Storage on the top bar.
Unfortunately, there's no way to delete a photo exclusively in one device once iCloud Photo Library is enabled.