What photos? Photos in your camera roll can be deleted on your device. For photos synced to your phone: The same way they got there, through the iTunes sync process. Under the Photos Tab, with your phone connected, iTunes running, remove the checks next to the albums/folders you do not want on your phone, hit the Apply/Sync button.
In the Photos app, you can delete a photo by going directly to the image you wish to delete, and in the bottom right hand corner, you will notice a "trash can" icon, tap the icon, your iPhone will reassure if you wish to proceed.
To delete multiple photos in Camera Roll, tap the "edit" icon in the top right hand corner, now select each thumbnail image for photos you wish to delete, finally tap delete in the bottom right hand corner.
Hope this helps.