The radiative feedback of massive stars on molecular clouds creates pillars, globules and other features at the interface between the HII region and molecular cloud. We present here Herschel observations between 70 and 500 micron of the immediate environment of the Cygnus OB2 association, performed within the HOBYS program. All structures were detected based on their appearance at 70 micron, and have been classified as pillars, globules, evaporating gasous globules (EGGs), proplyd-like objects, and condensations. From the 70 and 160 micron flux maps, we derive the local FUV field on the PDR surfaces. In parallel, we use a census of the O-stars to estimate the overall FUV-field, that is 10^3-10^4 G_0 close to the central OB cluster (within 10 pc) and decreases down to a few tens G_0, in a distance of 50 pc. From a SED fit to the four longest Herschel wavelengths, we determine column density and temperature maps and derive masses, volume densities and surface densities for these structures. We find that the morphological classification corresponds to distinct physical properties. Pillars and globules have the longest estimated photoevaporation lifetimes, a few 10^6 yr, while all other features should survive less than that. These lifetimes are consistent with that found in simulations of turbulent, UV-illuminated clouds. We propose a tentative evolutionary scheme in which pillars can evolve into globules, which in turn then evolve into EGGs, condensations and proplyd-like objects.Read less <