If you want to change your wallpaper, you have to change it through your mawaqit account. Here is how you should proceed :
In the "Actions" menu on the right, select "Configure" :
Then go to the bottom of the page in the tab "Display" and select "Wallpaper" :
Here you can choose the wallpaper that you want. Note that you cannot add another wallpaper, you can only choose between the available ones.
Do not forget to save your changes !