In addition to playing audio and video files from your computer, Apple's iPhone also has the ability to display standard computer picture files. If you have a collection of JPEG files on your computer, you can sync them to your iPhone using iTunes. These pictures will then be visible every time you select the "Photos" application icon from your iPhone's home menu screen.
Connect your iPhone to your computer and open iTunes.
Click your iPhone's name to bring up its general syncing and settings window.
Check "Sync Photos From" and select the directory where your JPEG photos are located from the drop down menu.
Click "Sync." All of your JPEGs from the selected directory will be transferred to your iPhone. They will be available by tapping the "Photos" icon on your iPhone's main screen.