It's super easy. Just follow the steps below.
Open your system preferences and go to “Desktop & Screen Saver”
Click on “+” and add a new wallpaper from a folder...Select the wallpaper and you are done! :)
Go to Macintosh HD > library > Desktop Pictures and put
your file in the folder (you will be asked for your password).
With this method, you can also select the static modes “light” and “dark” which is not possible with the method above.