two quick questions about customizing iPhone 4

All the themes do is replace the icons with different ones - so if it's not being replaced the theme doesn't have those icons. You could try making your own, there are tutorials out there.

As for the arrangement, press and hold on to an icon until they all start jiggling - then drag and drop to the appropriate page. Hit the home button to exit this mode. You can also re-order via iTunes.

 

The Camera, Photos, and Maps icon were renamed for 4.2.1

The Photos icon is now just: (icon@2x.png) and stays in the same folder.

The Camera icon is now in a new bundle folder named (com.apple.camera) and the icon is (Icon@2x.png)

The Maps icon is now with capital I: (Icon.png)

 

I don't know what the original name of photo icon is but you can probably locate it under...
/bundles/com.apple.mobileslideshow/


and iphone PHOTOS are saved in /var/mobile/media/dcim/

 

The stock iPhone Photos app only alters photo albums when you sync with iTunes. This is probably the easiest (although far from easy) way to add them.

There are some paid Jailbreak apps that are able to add photos to the Camera Roll in the way you described such as iFile. To use it, I suggest placing new photos into /private/var/mobile/media/dcim/100apple then navigating there with iFile and adding them to the Camera roll by tapping the arrow.

You could always email yourself the photo and tap on it to save to the camera roll in the non-jailbreak way. Alternatively, you can add them with a regular AppStore app like GoodReader.

Once your photos are in the camera roll, it's easy to select them as wallpapers from within Settings.