Mac users: Download and save the wallpaper to a folder or add it to iPhoto library. Then sync the iPhone with photos in iPhoto ‘08 or later.
Step 2: sync wallpaper with iTunes
1. Connect the iPhone to your computer.
2. Launch iTunes, click on your iPhone, then click the Photos tab and select “Sync photos from:”
3. Mac users: Choose iPhoto or your Pictures folder.
PC users: Choose Photoshop Album, Photoshop Elements, or your My Pictures folder.
4. Choose any folder on your computer that has images.
5. Choose “All photos,” or choose “Selected folders” or “Selected albums” and choose the folders or albums you want to sync.
Step 3: set wallpaper on your iPhone
1. Tap on the Photos icon and browse through the albums or camera roll and find the wallpaper.
2. Select the picture and it is displayed full screen.
3. Tap the icon in the lower left corner of the screen. If you don't see the icon, single tap the picture to display the menus.
4. Select Use As Wallpaper.