Open Release folder and edit "config.cfg" file with Window's Notepad.
By default the file looks like this:
F:\anime wallpapers
F:\anime wallpapers\girl
F:\anime wallpapers\game
F:\anime wallpapers\inne
F:\anime wallpapers\other
F:\anime wallpapers\special
F:\anime wallpapers\wall

Each line tells WallChange where to look for the images.
You will most likely want to delete all of it and input your own folder, for example:
C:\wallpapers