1. Settings-(Display)-Wallpapers/Wallpapers and Themes-Wallpapers-Select Home Screen/Lock Screen/Home Screen and Lock Screen in the Upper Left-Select Pictures from Album/Built-in Wallpapers.
2. Long press the blank space of the home screen-Wallpapers and Themes-My Wallpapers-to select from photo albums/built-in wallpapers.
The operation methods of different models are slightly different.