If I use CloudTree, will my databases be saved in CloudTree only?

No, if you upload a database to CloudTree it is also saved locally on your device. If you sync a database via CloudTree, all changes will be synchronized with the devices attached to your iCloud account. On the MacFamilyTree startup menu you can delete a synced database from CloudTree.

How to remove the database from CloudTree, without deleting the local copy

Please click once on your family tree (no double click) and then on the popping up window afterwards on “Delete on CloudTree”.