Preparatory work
Install itunes software on your computer
Put the wallpaper you want to upload to your computer into a folder
Specific steps
1. Open the itunes software on your computer, then connect the iphone to your computer, and then click the iphone icon in the device bar on the left of itunes in your computer's itunes.
2. Then click on the "Photos" tab in itunes, tick "sync photos", then click the "From ..." button on the dropdown box.
3. Now we pop out of itunes and choose the wallpaper of our prepared computer.
4. Finally, click on the "Sync" (or "apply") button, waiting for the prompt to end synchronization.
5. After the sync, we'll see the wallpaper that we just imported into the phone on the iphone.
Friendly Tips
This approach is based on iphone5s, and you can actually use any iphone settings, because almost all of Apple's products are using itunes software.