The wallpapers are stored in one of the folders in the Images section (under Pictures And Video, or whatever precisely it's called). I know how to get rid of them, because I deleted the ones in mine (now I just have a blue screen), but I'm not entirely sure how to add new ones. Probably by putting some on a USB thumb drive and plugging it in. Possibly you might be able to use the TV's web browser and download some images to that folder.
I fixed this issue on a friends OLED55B6T (was on version 03.10.??) after trying all fixes I could online and this forum (delete app, change location etc etc...)
Steps:
1) Settings>General>Reset to Initial Settings
2) skip all the 'first us' questions
3) Network>Wi-Fi Connection
*I then used personal hotspot on my iPhone as tge wifi connection THIS WAS ESSENTIAL!
4) General>About this TV>Check for updates.
Above was the only way the TV would successfully would find then update to 04.30.04
Otherwise it said there were none and stayed on 03.10.?? and all the issues attempting to update/install amazon app were experienced.
Once on 04.30.04 I was able to update over my friends standard wifi (router) once connect which again found an even newer version upon another update check to 05.30.03.
based on those symptoms I'd say that firmware version number didn't like updates over wifi from his router...
i hope this helps someone else!