While you are in the Lock Screen settings (Method 1, Step 3), you can also customize what information appears on your lock screen:
[Windows 11/10] Change Lock Screen | Official Support | ASUS Global how to change lock screen wallpaper in windows 11
Before choosing your new wallpaper, you need to navigate to the correct settings menu: While you are in the Lock Screen settings
This is the primary way to change the background for most users. how to change lock screen wallpaper in windows 11