When you hook you iPhone to the computer and open iTunes your device should appear on the left hand side above your playlists and stuff. Select your device and on the right side you will see all the options for syncing your device:
Originally Posted by Xcited4VipRN
Information, Music, Photos, Videos, Applications etc...
Select the photos tab. Here you can select the folder you want iTunes to use to sync. So for me I put all my sub folder with pictures into a folder on my desktop called "images". I select browse and find the 'images' folder and it will sync all the pictures and create different photo reels based on the subfolders.