To add photos to an Item: Upload the photos first (refer to Photos App: "Upload Photos For Your Website").
You can aadd photos/tag it to your item directly on the Add/Edit Item page, as well as on the Photos > List Photos page or the Edit Photo page.
Untag a photo to the item to not associate it with the item.
To link category photos, i.e, photos in a slideshow or photogallery, to the Item picture's Item page: On the Photos > Add Category/Edit Category Pages for the "Link Photo To" option, choose "Photo's Assiciated Item Page" from the menu. Be sure to also tag the photos in the category to their associated Item page as described above, if you haven't already.