The lock screen is pretty much the login screen. It looks the same for me when I first turn it on as if I lock it with WinKey+L.
Unless, that is, you mean the background on the screen where you actually type the password (rather than the display that slides away).
From what I can tell that image is part of some system file (Windows.UI.Logon.pri). Yet another instance of stuff not being customizable that really should be. There are already tools to change it, such as the cleverly named "Windows 10 Login Image Changer".
Yeah, I mean where you actually put in the password. I have seen those tools but I don't have a lot of trust for them to be honest and would rather find a way to do it manually like the registry tweak I mentioned before. I have heard reports of it crashing systems and such as well so it doesn't bode well against my existing experiences with graphic tweaking programs.