Like in the title, I will show you how to change your wallpaper easily.

First You simply find an image from the internet, then download it, go to:
\common\GarrysMod\garrysmod\data
And simply paste the image, open your game, In game take your GPhone, go to Photos and choose your picture, and press Set as Wallpaper. And Thats it!

I found it easier than getting Direct Link of a Picture.