just extract them to your pictures folder and when you go to select a wallpaper use Gallery. They don't have to be in the system wallpapers in order to use them.
Technically they can be in any folder on your SDCard (internal or external) and the media scanner will find it and add it to your gallery app.
Verizon Samsung Galaxy S4 (SCH-I545) (Build NF1 4.4.2 with S5 interface)
Samsung Gear 2 Neo (Black)
Apple iPad Mini with Retina (White)
ASUS Transformer Infinity TF700T (trying to sell)