The path you want is
opt/usr/share/themes/your theme
The background goes in "background"
The images go in "images" and look for the "lockslider" ones - LockSlider:- Bottom Left Right Thumb ThumbPortrait and Top

With LockSliderThumb being the main slider icon.

This is mine at the moment, which is originally Qosmio's work, just with my own lockslider.
Yeah, all working and it looks mighty fine.Thanks for all your work Qosmio. Much appreciated mate.

Second screenshot is for Qosmio. Thanks.