From the slideshow configurator, click the Settings button and then check the "Add image files to DVD-ROM" box.

Since you didn't mention whether you're including the photos as slideshows in the DVD's main interface, or simply as ride-alongs in the data portion of the DVD, we'll show you two ways to add your image files to an interactive DVD - two and a half if you're a stickler. To add photos that are also in a slideshow on the DVD, double-click the slideshow's title to enter the slideshow configurator, click the Settings button, and check the box labeled "Add image files to DVD-ROM." You can make this the default slideshow behavior via iDVD > Preferences > Slideshow: Just check the box labeled "Always add original photos to DVD-ROM contents." You can also add photos à la carte, whether you're using slideshows or not. Just select Advanced > Edit DVD-ROM Contents and use the buttons to add files and folders, or drag items in from iDVD's Media Browser or from the Finder.