Have the following conditions been met for at least 15 minutes on your phone?
battery level at medium
on ac power
no interaction with phone
Once wireless sync does start, you'll know because the phone will be visible as "connected" in the Zune desktop software - the phone will appear in the lower left corner and they'll be a phone tab along the top where quickplay, collection, marketplace and social are. Also, when you attempt to launch photos, music and videos, etc. on your phone, you'll instead see the "connected" status screen.
Here's the official Microsoft help page on syncing.
As far as photos, I was just able to wirelessly sync a photo to my phone via manual drag and drop. You should check to to make sure that your sync groups are set up correctly if you want content to sync automatically.