Not sure if SugarSync can integrate into the native photo gallery... Here's a quick work around:
- When you view the photo in SugarSync, click the Send button and email it to yourself.
- Then, check email on your iPad and click the link. This opens a web page to download the file.
- Click the link on that page and the photo will open.
- Then, tap and hold the photo and you should see an option "Save Image".
That should save it to the normal Camera Roll in the photos section of your iPad. At that point, you can use it as wallpaper, etc.