Apple does not make it easy. Anyway, to download a copy of a file from your iCloud Drive onto your iPhone and then delete it from the phone without it deleting from iCloud Drive, do the following.
1. From within the Files app on your iPhone, press lightly on the file you'd like to download. You should see options to Copy Duplicate, Rename, and Move. Select "Move".
2. Select "On My iPhone" as the move destination.
3. Choose the folder you want the file to download to and then select "Copy" in the upper right corner of the screen.
4. Select "Locations" in the upper left corner and then select "On My iPhone".
5. When you select the folder you downloaded the file to, it should be visible therein.
You can now delete that file fro your iPhone without it being deleted from your iCloud Drive.