Photos transferred from your PC to your iPhone via the iTunes sync process which is selected under the Photos tab for your iPhone sync preferences with iTunes are not stored in your iPhone's Camera Roll.
The Camera Roll stores photos that were captured by your iPhone, a photo saved from a website, a photo saved from a recieved email, and a photo saved from a recieved MMS.
Photos transferred from your computer are stored in your iPhone's Photo Library. Select the Photos app and select Photo Library.