iOS native photos app doesn't support dropbox sharing although you can open dropbox app in you device and add files manually. Make sure you have given dropbox permission to access photos.
Details:
Manual Upload
Step 1
Launch the Dropbox app on your iPad, and sign in to your Dropbox account if prompted.
Manual Upload
Step 2
Navigate to the folder on your Dropbox account to which you'd like to upload a file. If you'd like to create a new folder for your files, tap the plus sign at the top of the left column and then tap "Create Folder." Enter the name of the folder, and tap the "Create" button to create your new folder.
Step 3
Tap the plus sign at the top of the left column, and then tap the "Upload Here" button.
Step 4
Tap all of the files you'd like to upload to your Dropbox, as you can upload multiple files at once. A blue check appears in the upper right corner of the files you've selected.
Step 5
Tap the "Upload" button to upload the files to your Dropbox folder.
Automatic Upload with Camera Upload
Step 1
Launch Dropbox on your iPad, and log in to your Dropbox account if prompted.
Step 2
Tap the gear in the lower right corner of the left column to visit your Dropbox settings.
Step 3
Tap the "Camera Upload" tab, and then switch the button from "Off" to "On." Your photos and videos automatically upload to Dropbox from your iPad's storage.
source
Create a folder on your Mac and copy photos you want to have on your iPhone to that folder.
Open iTunes with your iPhone connected to it (using cable or via Wi-Fi).
Click on iPhone icon at the top of iTunes and then click on Photos (left side of iTunes).
Chose the folder you have created on Mac and select options you want (All folders or selected folders) if the folder contains video - you might want to select "include videos" checkbox.
Click in Sync at the bottom/right of the iTunes window and wait until synchronisation finishes.
Check Photos app on your iPhone for the folder that has the same name as the one you have created on your Mac.
Best Answer
You'll have to download them from iCloud using the web interface and then load them onto your Mac. There's no option in iCloud Photo Library to go one way only.