Windows 10 makes it a cinch to change the lock screen background: simply go to Setting -> Personalization -> Lock screen, then change the background to whatever you'd like.
But, trying to change the login screen background—the screen where you enter your password—was a long, complicated, and possibly dangerous process. Luckily, developer Krutonium has published a tool that automates the entire process, and it's very easy to use.
Source:
How to Change the Login Screen Background on Windows 10 « Windows Tips