Go to "Settings" --> "Wallpaper" --> pick any of the available options from there --> select the wallpaper you want --> "Set" --> "Set Lock Screen".
But before doing the above, you'll have to download & save the desired wallpaper onto your iPhone. You can do so by browsing to the particular post with the photo using a web browser such as Safari, tap & hold on the photo to bring up the "save" screen & then save the wallpaper.
Good luck. 🙂