I don't know whether you're talking about the Lock Screen (from which you log in or shows again if you have the "enter password upon waking" setting on) then you use Settings, Personalization, Lock Screen Pane.
For the desktop background it's still Settings, Personalization, but the Background pane.
Brian AKA Bri the Tech Guy (my website address is in my profile) Windows 10 Home, 64-bit, Version 1709, Build 16299
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