..they go into your /Libary/Your theme.theme/UIImages/ dir.
Edit* And you'll probably need to re-size them + add "@2x" to each of the files in order for them to show up on your iP4.
or you can just wait till they make changes =]
or you can just wait till they make changes =]
Just add it to the end of every image file in the theme and it will work. It doesn't look perfect but it works...