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How to change the Wallpaper Samsung Galaxy S7 Edge
Other options include:
Settings > Display and Wallpaper > Wallpaper: Tap on the top left corner option to select Lock screen and then from below you can select the Gallery app to find the wallpaper
You can also go straight to the Gallery app, find the picture, select "More" on the top right, choose "Set as wallpaper", and then choose Lock screen.