Lock Screen Wallpaper
Go to the gallery, find the picture you would like to set as Lockscreen wallpaper.
When u have the picture opened, in the menu ( 3 dots - usually) there is Set as..

Just click it and it will ask you for " Set as Homescreen wallpaper / Set as Homescreen wallpaper and lockscreen wallpaper  /  Set as lockscreen wallpaper"

Now select your option.