"Wallpaper" is the screen background. You can have different (or the same) wallpaper on your home screen and your lock screen, but for the picture to be wallpaper, it has to be on one of them. (The picture itself doesn't make it wallpaper - any picture can be wallpaper.)
Use an app like
Wallpaper Wizardrii to see the wallpaper, if just going to the native wallpaper on the phone (long-press a blank spot on the screen, then choose wallpaper) doesn't allow it, and
Google Photos won't allow it. (Or use any wallpaper app, like Wallpaper Changer, from Play.)