To change the wallpaper follow these steps:
Change the wallpaper
Wallpaper settings let you set an image or photo as wallpaper for the Lock screen or Home screen. You can choose from dynamic and still images.
Change the wallpaper. Go to Settings > Wallpaper > Choose a New Wallpaper.
When choosing an image for new wallpaper, the Perspective Zoom button determines whether your selected wallpaper is zoomed. For wallpaper you already set, go to the Wallpaper setting, then tap the image of the Lock screen or Home screen to see the Perspective Zoom button.
copied from page 28 of the user guide iOS8