There is no standardized way to change the lock screen wallpaper in the basic android operating system (unless that changed in 7.x).
Some OEMs add that feature to their version of the operating system.
Some carriers add that feature to their version of the operating system.
Some third-party apps will gather up all the popular ways to do it in an attempt to work on many versions of many phones.
Which phone?
Which version of android?
Which carrier?