Wallpaper Help

I have a bunch of wallpapers saved in a folder but I want to move them to where my picture points, I've been working and searching for about an hour with no luck can somebody please help me?

click browse, locate the image, open

if you want to make a picture your background

then click the browse thing

I've tried that and when I exit and reopen the screen there all gone.

you only need one in there at once?