No long story or drama ...
Connect your phone to your PC and open iTunes (if it doesn't open automatically).
Select your device, and then select photos (left hand column). Here you can choose what, if anything, you want to sync to your phone.
Make your selection, click on apply. Do a sync (if it hasn't done it automatically)
Bob's your Uncle.
By selecting the other choices in the left hand column you can manage your apps, and how they appear on your phone screen; determine what music you want synced; same with calendar and contacts ...