Having problem loading images on photo slider

Question

Hi sorry to bother you,on the display settings...wallpaper....photo slider, when it instructs you to add image(s) it just comes up with 9 blank boxes,and the only instruction from there is back. Do i need to put the images in a certain image file and does the images i want to load have to be on phone memory or memory card? sorry to be a pain
Warm regards Mikala