- Open your Photos app
- Select the photo you’d like to make your wallpaper, then tap the "Share" icon at the bottom left
- Scroll and choose the “Use as Wallpaper” option
- Pinch to adjust and tap “Set”
Another way you could do it is through your Settings app...
Go to Settings
Open Wallpaper
Then “Choose a New Wallpaper”
Choose one of the premade wallpapers or one of the photos in your Camera roll
Tap “Set” and then choose which screen the wallpaper is for: Your home screen, lock screen or both