Whenever I got to delete a photo, it says "This photo will be deleted from iCloud Photo Library on all your devices." I don't want it deleted from my iCloud Photo Library, only my iPhone 6s. What I want to do is import photos and videos from my iPhone to my MacBook Pro and then delete them from my iPhone. If I import those photos and videos to my Mac and then delete them from my iPhone (ignoring the warning) will they also be deleted from my Mac?
iCloud Photo Library's purpose is to unify the photo libraries across your devices. If you wish your devices to maintain separate libraries, you need to disable iCloud Photo Library.