Any picture on your phone, even if it is on the screen when it is the on the lock screen, should be located on the phone itself. It will either be in the images that came with the phone, in the wallpapers sections, or in the gallery.
Because of this there is no need to remove anything from that screen. And a lock screen you would need the password or code to get past. If you don't have that, we can't help with that.