Open the Photos app and select the pictures you want to use
Tap Share
Tap Use as Wallpaper
Adjust the image and tap Add
Choose Set as Wallpaper Pair or customize the Lock Screen and Home Screen separately
Repeat the process for each picture you want to use
Use the Photos shuffle option on the Lock Screen if you want multiple pictures to rotate automatically
Go to Settings
Tap Wallpaper
Tap Add New Wallpaper
Select Photo Shuffle
Choose the photos you want
Set the shuffle frequency
Tap Add and then Set as Wallpaper Pair