Photos to desk top and screen saver

For the Desktop picture go into the System/Wallpaper settings pane and select the photo you want to use as your Desktop picture.

For the screensaver go to the System/Screen Saver settings pane, select the effect you want and then click on Options.

In the Options window select Photos library from the drop down menu:

Then select the album in the Photos library you want to use:

In Mac Photos you can select all the pictures in an album and use the Menu "File>Export>Export nn Photos" to export he pictures to a folder in a place of you choosing. You'll get a dialog asking about the size and quality of the picture exports, and then another dialog asking where to put them.

In Mac Preferences you can choose the folder you just made.

The Screensaver on Bug Sur is having a bug, when using albums from the Photos Library.

It is no longer showing the edited versions of our photos but the unmodified originals. Upgrading to a newer system version will not help, as the bug still not has been fixed in macOS 13 Ventura.

It will not matter, if your photos do not have adjustments applied or are not cropped or have been rotated. But if you want to see your edited photos in the screensaver, consider to export them to a folderin your Pictures folder and use this as the source of the screensaver.

Just so we're all on the same page you want to use an album of photos in your Photos library for your Desktop picture and Screen Saver, right?

Since you're using Big Sur rather than the newest Ventura OS, your Preferences will look a bit different from what Old Toad has shown, but the operation is similar.