Note: This question is about the background image for the login screen (what you see before you log in), not the desktop wallpaper, which can still be changed by going to: System Preferences » Desktop & Screen Saver » Desktop.
In previous versions of macOS, I believe it was possible to change the background image of the login screen by replacing the default in
However, it appears that the default background image for Catalina’s login screen is
/System/Library/Desktop Pictures/ is part of the read-only system partition, there appears to be no way to change the image which appears as the background before you log in.
If anyone knows of a way around that, please let us know.
Tested version “Catalina Public Beta 7”:
ProductName: Mac OS X ProductVersion: 10.15 BuildVersion: 19A546d
Unfortunately there's no permalink for this (it's currently at https://www.koingosw.com/products/macpilot/ under "Version History" but that will change as soon as the next version is released) but the MacPilot folks also agree that there is no way to do this in Catalina:
The current version of Catalina is the "GM" before the official release.