Removing photos from MacBook Air without deleting them from icloud

Apple menu -> System Settings is almost identical to System Preferences from prior operating systems. The panels are now mostly just from an iPhone style settings menu, instead of a layout of icons.

As for deleting them from the Mac without deleting them from the cloud, when you turn off cloud syncing in the settings, you will be given a prompt to keep items in the cloud. Once syncing is off, then you will have the choice to keep them in cloud. MAJOR CAVEAT: Unless these photos are backed up elsewhere from the cloud, any damage to your cloud photos could mean loss of the photos once you do. Do not depend on storing them on iDevices, as a simple screen break or spill could completely damage their content. Make sure these photos are stored on external hard drive or another Mac.