I keep looking at the Personalisation > Themes route for Windows 11 and I think it's impossible to load your own or (much better) ScreenThemes wallpapers to replace the total crapola ones provided by Macroslob.
In "improving" their product with Windows 10 and (now) Windows 11 Macroslob have cut out the ability to use the far superior product provided by ScreenThemes to those, like me, who were prepared to pay the nominal 'once only' cost of a wide range of backgrounds that appealed to us.
It's a case of "never mind the quality, feel the width".