They don't "download" automatically from the iPhone to the iPad. The only thing remotely like this is Photo Stream, but that only keeps a photo for 30 days or until there are 1000 photos, and then it starts deleting old ones. If that's what you want, you have to make sure photo stream is on both on the iPhone and iPad. It has to be on in 2 places: Settings > Mail, Contacts, Calendars > iCloud and Settings > Photos.
If you what you want is to truly get all of your photos from the iPhone to iPad for good, you need to do one of the following:
1) Use the Camera Connection Kit to import them
2) Import from iPhone onto computer, then sync them from computer to iPad.
3) Email the photos to yourself and save them to the camera roll from the email message on iPad.
4) Look on the App Store for apps that transfer photos between devices (I think PhotoSync is one of them)