If I turn off iCloud Camera Roll backups, do I still have the pictures somewhere? So when I'm asked if I want to turn off iCloud Camera Roll backups and delete the backup data from iCloud, will I still have the pictures somewhere? I don't get it...
You should still have them on your device, unless you deleted them already. However if your device is wiped, you will not be able to restore them from iCloud, as they no longer exist there.

Also, photos taken in the future will no longer be backed up to iCloud. They will only be on your device.