Click on your iPhone in the Devices listing, a Summary window will open up, click on the PHOTOS tab at the top of the window. If you would like to maintain the folders you have or make new folders, try the following.
To make new folders:
You need to setup a folder, on your PC under "My Pictures", such as "iPad Pictures" and make all of the folders you want, with the pictures you want in them (copy, move or drag and drop, your choice), under that folder. Then go into iTunes, under PHOTOS and select "Sync Photos from" and change "My Pictures" to "Choose Folder" and then choose the folder you created "iPad Pictures" open it and select the folders you want to sync to
the iPad. Then sync them.
To use existing folders:
Follow the above, except, don't change the "My Pictures" just leave it there. Now select the "Selected folders" box. Now you will be able to find the folders you already have listed below. Just check the ones you want and sync.
If you are like me, and have hundreds it not thousands of pictures, you need to pick and choose the ones you really want or you will fill up your iPhone really fast. The reason for this it that iTunes and the iPhone won't allow you to make folders on the iPhone, so you have to do it on the PC or Mac.