Syncing photos from your Photos library on your Mac to the iPhone is done via the Finder while the iPhone is connected to the Mac via its charging cable. It's like it was with iTunes but now with the Finder:

Warning: photos synced this way can't be deleted from the iPhone. The photos to be removed must be removed from the album or folder that way originally synced and then re-synced. You get locked into having to keep the originals grouped together as they were originally so you can remove them as needed.
If you an AirDrop the photos from your Mac to the iPhone you'll have full control of the photos on the iPhone.
