Deleting Photos say Deleting from all devices

If you're using iCloud Photos, and you delete a photo, that is taken as request to delete it everywhere: from iCloud, and from all of your devices. If you have a single synced device, then "all of your devices" == "that device".

nelda1981, that would be normal if your sibling's phone has iCloud Photos enabled and yours does not. Does that match your situation?

If you don't have any other devices which share your iCloud Photos, it means that that picture will be deleted on your iPhone AND on your iCloud (if you're using iCloud Photos sync).

when i delete a picture from my phone and then I want to delete from deleted folder why does it always say delete from this phone what does that mean , yet on my siblings phone it says delete from all devices?

What if I only want to delete it from my device and not iCloud while I am on sync?

Well, then, if I was you, I would put it in a locked album.