Open System Preferences: Click the Apple icon in the upper left corner of the screen and select System Preferences in the pop-up menu.
Open Desktop and Screen Saver Options: In the System Preferences window, click Desktop and Screen Saver Options.
Select Lock Screen Wallpaper: In the desktop and screen saver window, click the Lock Screen tab.
Then, select one of the wallpaper provided by default, or click the "folder" icon to select your own picture.
If you want to change the lock screen, you can enter the "screen saver" and select a lock screen you like from the left column to change it.