After some research, found out that Win10 does not have the
screen saver option: Windows Live Photo Gallery. I downloaded
from cnet, installed it and now the options that I had in Win7 are back.
NOTE: it is part of the Live Essentials package ( ~7 other downloads) - I deselected all but Windows Live Photo Gallery and Movie Maker (they were together).
To use, I did the following, but any way to set screen saver will work.
Rt-Click on desktop
Click Personalize
Click lock screen
Click screen saver settings
On screen saver drop down, select Windows Live Photo Gallery
Click settings
On Use this theme drop-down, select Travel
Select Browse to select the folder containing the pics desired
Other options here include slide show speed and shuffle
Click save
Click Ok
Close Personalize screen
Voila - the Travel theme to display pics/photos is a show in itself.
From Microsoft, so, should be trustworthy, right?