You cannot transfer photos, etc by bluetooth by default, however I believe that there are some apps that will enable bluetooth transfer. Apple's preferred method of transferring photos is Airdrop or Photo Stream (between other Apple devices) or SMS/MMS/email for everyone else.
Quick google search found the following app:
https://itunes.apple.com/us/app/blue...mt=8&at=10l3Vy
There are some music download apps like Google Play Music that let you purchase and store music within the app through different services (I think Spotify does similar), however the only way to get music in the phone's main music library is to either get it through iTunes or import outside music to iTunes on a PC, and then sync it with your phone. If you're asking about downloading pirated music for free, then this is the wrong phone for you as that capability does not exist.
