Custom wallpaper

Just got the Magic Drawing Pad. This is my first ever Android tablet (I’m in Apple ecosystem for years now) so this is probably dumb question: how do I install my own wallpaper on lock screen or Home Screen.

It seems my choice of wallpaper is limited to the built-in set. I don’t see an option to install/select from my Google Photos or Drive or even images downloaded to the MDP. What am I missing?