1. Downloading the Image
After you have downloaded your photo(s) of choice, tap and hold on the image until the pop-up selection menu appears, then tap “Save Image”.
2. Open the Settings on your iPhone
In the Settings, tap Wallpaper >> Choose a New Wallpaper.
3. Choose an image
Choose the desired image from your photos.
4. Choose a display option
Drag to move the photo or pinch to zoom in and out, so the image fits properly on your screen.
5. Set the wallpaper and choose where you want it to show up on your phone
"When you're done adjusting the image, tap Set. Or tap Cancel to start over.
You can set the wallpaper as your Home screen, Lock screen, or both. The Home screen appears when your iPhone is unlocked. The Lock screen appears when you wake your iPhone.
To see your new wallpaper, lock your iPhone or check the Home screen."