How can I set a background image on the Home Screen or the Lock Screen?

To set a Home Screen image or Lock Screen image, login to Workspace ONE and navigate to Groups & Settings (in the menu on the left), then choose All Settings. A new window will pop up and at the very top will be a drop-down box which probably has your school name by default; if you keep this setting, the image will be applied to all of your iPads. You could also optionally choose Student or Teacher to only have the image apply to those devices. You cannot have a different image on every iPad or a sub-set of iPads. Click Devices & Users (on the left), then click to expand Apple and then Apple iOS, and then click Managed Settings Requested. 

Click the "Override" option next to Current Settings.  In the Default Wallpaper section, check the box for "Corporate - Dedicated" (you can check the other three boxes too, but I don't think it is necessary).  Ideally, you want to choose an image that is 1536 x 2048 pixels (otherwise the image will be automatically stretched or shrunk to that size) and the max size is 4MB.