Greetings to your wife for winning the contest and be a proud owner of an iPhone 4.
Normally you can transfer photos to other iOS devices using MMS or E-mail. No other way except using apps like 'Bluetooth Photo Share' to transfer photos / contacts to other iOS devices like your wife's iPhone 4. It's a free apps, download to both phones and share photos and contacts.

I am facing a problem with iPhones. I own an iPhone4 a few days ago my wife won an iPhone4 as well on a contest. I have many photos on my iPhone which I want to send to my wifes' iPhone but I couldn't find a way to do so... I couldn't find bluetooth or any other way of connection between the tow phones.
Could you help me?
Nicola