First, tap the Windows logo key + R to open the Run window, then type (or copy and paste) the following:
control /name Microsoft.Personalization /page pageWallpaper
Once that's in place, click OK or tap your keyboard's Enter key. That should take you straight to Control Panel > Appearance and Personalization > Personlization > Desktop background. This section was a normal part of Windows 8, but is hidden in Windows 10 — you can't manually find it in the Control Panel or the Settings app's Personalization options.
In this window, you can select from the images shown or browse for other images on your PC. If you see any images with check boxes, deselect them. Once you're ready to set your background images, right-click the image you want on your first monitor and select Set for monitor 1. Then do the same for the second display, only choosing Set for monitor 2, and so on if you have additional monitors.
Once everything's configured to your liking, click Save changes and you're done. Unfortunately, you'll have to use the Run command to return to this hidden part of the Control Panel each time you want to change your background images.