You will need to create the song into a ringtone http://www.ehow.com/how_2160460_custom-iphone-ringtones-free.html
this link provides detail instruction on how to do it via iTunes. You can also download an app called ringtone to create it directly from your phone, but you would still need to sync it with itunes.
If you want a single picture on your phone you can email it to yourself. Then on your phone open the email and then save the picture to your camera roll.
"I want to use a song from my pc as a ringtone, "
You must create the ringtone. Google will find several free ways to do this, including using itunes.
You sync albums/folders to the iphone. You can make a folder on your computer with all the pics that you want on the iphone and sync that folder. Anytime you add a pic to that folder it will be added to the iphone upon sync.
The iphone is not a storage device adn doesn't behave as one. It simply mirrors the selected content of your computer. Everything that you have selected in itunes will be on the iphone after syncing. Anything not selected will not be.
No such thing as a *simple few clicks with the iPhone* period! You cannot use your music as a ring tone. If you buy a ring tone from iTunes (or anywhere else) make sure it's under 30 seconds long or else it wont work. ( I just wasted .99 on a ringtone that was 1.43 long and can't use it ) Then if you do manage to finally get a tone synced to your iPhone you'll soon discover that it *REMOVES* all your music from your phone! Tried putting my music back and it removed the new ringtone! I'm personally dealing with this issue now What's worse is what you have to go through to make the new purchased ringtone useable on your iPhone. Like, renaming the music file from *m4a* to m4r* It's a total PITA and I'm ******!!!
As for adding individual pictures to your iPhone. I can't help you there because I've yet to figure it out. I've had an iPhone for 2yrs now.