The most simple way I can think of is going to /usr/share/backgrounds > right click on xfce > open as admin > /usr/share/backgrounds/xfce will than open in a root file manager. now you can put all you wallpapers in there.
When you open the wallpaper chooser again all your wallpapers should be there.
at least that's how I do it.
Chuckle. My goodness. Obviously the questioner is not much of distro drifter. The function he seems to be referring to already exists in LXLE, a fine distro in some respects, but not nearly as user friendly as LL in other important respects. Every desktop function has a learning curve for new users, but in all honesty I know of no distro more user friendly than this one, a reputation for friendliness that continues to grow. Hope our forums continue along that path, and do not slip into the philosophical based psychological wackiness of the Deb forum. We are promoting something really terrific here.
TC