You have to edit your contacts and assing a photo to each one. So on receiving a call you will see the photo and the number. And remember, to see the photo, your contacts have to be on the phone, no on sim card. If you work with the sim card you will only see the number.
Aside from assigning photos to your contact, the theme you use must also support showing contact photo on incoming call. I realize some of the themes dint include thos feature or replacing it with other graphic.