Hello and welcome to Android Forums. Hopefully I can help you with your problem.
If you want to set a custom wallpaper, go into your gallery and open it's settings. You will then see an option to SET AS. Choose that option and it will let you set the image as your homescreen wallpaper.
You may have that option in your regular phone settings. Look under display. Then do some exploring and see if it has the option to set wallpapers. If not and you want to use a custom wallpaper then the 1st suggestion I mentioned will work just fine.
If you have any other questions regarding your device, I invite you to join Android Forums. We have many sections for specific devices which contain a wealth of information.
