Using Photos and iCloud Photo Library…

1. If I delete a photo on any device, does that delete it everywhere?
2. If I want to delete something forever, which device do I delete it on?
___________

1. Yes.
2. Any device will accomplish the deletion. However, the photo will go in the "Recently Deleted Items" folder where it will live for 40 days before being permanently deleted. If you want to speed up the process you can also manually empty that folder as well.