Custom wallpaper for Lollipop

[AC Question]

Can't say I didn't try. I used mtp to mount the device and tried to copy the new jpg into Download directory, write failure. I did search net, found some instructions like download the new wallpaper to your PC and copy it into your Android device ... HOW? Every attempt to write into device, I tried internal memory and SD card, fails! Then I uploaded the file into a web server and downloaded it using web browser, all attempts to save it somewhere where I could use it failed. Yes, I'm new to Android tinkering, what I have seen so far does not make any sense to me. Why can't I just drop the file into Android using mtp and set it as a wallpaper?