How to delete everything from my iPhone if I don't have the phone?

Also, if I click delete everything using find my iPhone, and it's been deactivated but has previously been connected to the nearby Wi-Fi, will it delete everything before it disconnects from the Wi-Fi? Because it needs some kind of Internet connection

The only way you could wipe the data is through the iCloud function of Find my iPhone. You still need it to be connected to Wi-Fi though.

You could use the social apps like whatsapp and any other to transfer your photos and you should get Leo Privacy Guard, so as to secure all of your device totally.