The user can change thewallpaper using a Windows 10 Settings tool by following these steps12:
Open Settings by pressing the Windows key and typing Settings, or by clicking the gear icon in the Start menu.
Select Personalization from the left navigation menu.
On the right side of the window, click Background.
In the Background settings, click the drop-down menu and select Picture as the background type.
Click Browse and then locate and open the image the user wants to use as the wallpaper.
The other options are incorrect because they do not lead to the Background settings or they do not allow the user to browse for an image. Accounts, System, and Apps are not related to personalization settings. Your info, Display, and Apps & features are not related to wallpaper settings.
References: 1:
https://support.microsoft.com/en-us/windows/change-your-desktop-background-image-175618be-4cf1-c159-278
2: https://www.computerhope.com/issues/ch000592.htm