Desktop photo

do you mean the screen where you enter your password to login to your mac? if yes, see below.

if you are the sole user (not even a guest account) AND file vault is turned off you can go to System Preferences > Users & Groups > Login Options and set "Display login window as" to "List of users". then your login screen matches your desktop background.

if you are using file vault or have multiple users, the above will not work.  if that's your situation, you will need to wait for apple to address this. it may be worth your time to send feedback directly to apple. Feedback - macOS - Apple. 

Crisonya wrote:

How do I change desktop photo when MAC first comes not? Not the desktop screen saver. I searched under help and it shows the following. I have Catalina but not chance to see Dynamic or change photo.

https://discussions.apple.com/content/attachment/2147bdae-147d-47ce-8716-720c8bedfb12

There is no user preferences for changing the macOS system image when you turn on the machine—

until you click or log into your account. Here you can make changes to "your" Desktop photo preference

submit your Apple Feedback http://www.apple.com/feedback

leroydouglas wrote:

There is no user preferences for changing the macOS system image when you turn on the machine—

actually, once you've set a desktop picture, and are the sole user, you can set your login options as i showed above and you get a matching login screen with your desktop picture. here's mine.

are you trying to change the desktop pic in the System Preferences > Desktop&Screensaver pane (which is how it's normally done) and it's not changing? if yes, see if you can change it by opening your photos app. single click on any picture to highlight it. then in the photos toolbar click the "share" button and choose "Set Desktop Picture".