You have to tell it what to sync.
On the first pop up that comes up when you plug in your phone, you can tell it to "Import pictures and videos" using Windows. That makes the pictures accessible without having to use iTunes.
You have to click on the "Music" tab, checkmark the "Sync Music" box and tell it what to sync ("Entire music library" is the lowest maintenance). Then go to the "Photos" tab and click on the Sync Photos from checkbox, and select My Photo Stream.
If you have wi-fi in your house, in the "Summary" tab, towards the bottom, click on "Sync with this iPhone over Wi-Fi" and it will sync if you leave your phone locked and connected to wifi.
* I'm often reading and posting from mobile and Siri loves to make a mockery of the English language.