This is a simple tutorial providing step by step instruction for changing the Wallpaper on iPhone.
Step 1: Press menu button on iPhone to navigate to the Home screen.
Step 2: Tap the Settings icon to launch the Settings screen.
Step 3: In the Settings screen, scroll down and tap the Brightness & Wallpaper option.
Step 4: In the Brightness & Wallpaper scree, tap the forward arrow available next to the Wallpaper list. This should display the following screen with options for choosing from pre-installed Wallpapers or Photos from Camera Roll.
If you want to pick from Wallpaper list then tap the forward arrow and pick your desired Wallpaper.
If you want to keep a photo taken from your iPhone as Wallpaper then tap the Camera Roll and pick the photo from the list.