I didn't realize that my AutoSync setting was On, which uploaded my Apple Photos on my phone to my LR CC. I turned the AutoSync setting Off but I don't know how to just remove the Apple Photos and not the photos imported to LR CC intentionally. Do I have to select each photo individually?
It's not the sync setting that uploaded the Apple Photos, it's a setting in the Lr app on your phone. Go to Settings > Import to turn off import Photos.
It's possible to select and delete multiple photos from Lr on your phone but it isn't very user friendly. Tap on the three dots to find the Select option. Tap on Select, then tap to select the photos you want to delete. You can even drag across images to select a bunch of them. After you have selected images you will see a trash can icon. Tap the trash can to delete the selected photos.