It's curious that if you search with the search charm for "personalize" or "personlise" you get no results and if you chose the setting charm (as diametrically opposed to pc setting)-> personalisation or if you go to the control pannel "appearence and personailsation" or you right click the desktpo and choose personalisation there is no lock screen
Look at the screenshot and you can see the [browse] button… you can use any image from any folder that you have permission to access… it's best to avoid using networked locations.
The size of the image depends on your screen resolution but generally larger images look better than small ones because they don't need to be stretched to fill up your screen.
Starting from a blank windows 8.1 desktop:
1. Press [windows key] + [c] to open the charm bar on the right hand screen edge by default.
2. Select the gear cog image called "settings".
3. Select "Change PC Settings"… typically the bottom link.
4. "pc and devices" should bring up the lock screen interface and you can have an image, a slide shot of images or even take a picture of yourself using the built in camera if your system has one…does this screen help better?