I opened a picture from my own collection and used the context menu to set as wallpaper. When I did that the wallpaper folder was automatically created and from there I can use add picture in background settings to use when I want.
Example: I just set the owl picture as wallpaper from my collection and it now appears in the wallpapers folder.
I'm on my desktop. Zorin 16 Gnome/Budgie. Budgie is gnome based , they play nice together. **budgie-desktop**not the Ubuntu DE or budgie-desktop-environment.
Yes, they also share the file same file manager I had to install the budgie extras and applets from synaptic. I just select the session I want to use during login.