Microsoft hid the option to control what desktop background images show on which screen when using multiple monitors. It blows my mind they did this to such a highly requested feature that took until Windows 8 to implement. The option is still there. However, it most likely will disappear one day. To set your own images that are static and will not move from screen to screen as they do in slideshow mode follow these steps.
You will need to copy the text below and paste it into the Address bar or type it if you like.
control /name Microsoft.Personalization /page pageWallpaper
Open File Explorer or This PC. The window below is similar to what you should see.
The address bar is located at the top of the window. Highlighted in blue below.
Paste the copied text into the address bar. Do not worry if you cannot see all the text. Just be sure to remove the text This PC.
Next click on the arrow to the right of the address bar. Highlighted in Red below.
Then a new window will open. All the images that are currently being displayed have checkmarks. In this instance it is a Windows theme. To select an image from the theme continue on to the next image.
To slect an image the pictures cannot be selected or check marked. To clear the selected image check marks simply click on the Clear all button. Highlighted in blue below.
If you want to use your own image select the drop down arrow highlighted in green for the Picture Location DesktopBackground and make your selection. If the folder is not in one of the default locations select the Browse button to the right highlighted green. The following steps apply after you have made your selection.
In order to select an image all must not be checked. Right click on the image itself that you want to select. If you happen to left click it, then uncheck it and right click it. Select the monitor to display the image. Repeat the steps for each monitor. Then select Save Changes then exit.