Lock screen wallpaper on iPhone can be changed and set without changing the main wallpaper with a different picture. To change lock screen wallpaper on iPhone 5 and other iPhone devices, do as follows:
1. Open the Settings from the home screen
2. Go to the Wallpaper settings (which is below the General settings)
3. Tap the "Choose a New Wallpaper" option
4. Choose a wallpaper from available options: Apple wallpaper (Still or Dynamic) or from your Saved photos or Camera roll.
5. After you tap the photo as you wallpaper, hit the Set button on the bottom
6. Now, tap the Set Lock Screen button to change lock screen wallpaper on iPhone to this new picture.
** You may also tap the Set Home Screen or Set Both options