Anyway you can get pictures on the phone you can use that pictures as a wallpaper.
so, you can:
take a picture with the camera
use bluetooth to get the picture to your phone from another source(probably computer)
put a picture on your memory card and use that as your wallpaper
or
sync a picture from your computer to your phone via BB Desktop Manager
Honestly what I do is save a bunch that I want on my computer, attach them all as an email and send them to myself, open up and 'download attachment' on my bb.