It is totally up to you... in Touchwiz when you long press the home screen you can "Set wallpaper", then it will ask: "Home screen", "Lock screen", or "Home and lock screens".... you set the wallpaper. Samsung likes to use their hot air balloon wallpaper when you first setup your device, but it's just a way to have a different wallpaper when you unlock your device than the one you look at when it's open... if you want it that way.
Is that what you were asking?