With the caveat that my Pocketbook 360 is pretty old now and things may have changed with later models like yours ...
With mine, it is very straightforward. All I have to do is place the screensaver(s) I want in the internal memory directory
system/logo. The images must be in format greyscale BMP at 4 BPP (bits per pixel). They should also be the correct shape/size for the screen of your particular model (e.g. 600 x 800 pixels in my case).
To make my PB360 use a particular image I go into
Settings - Appearance - BootLogo and/or
PoweroffLogo and select the BMP image I want. If you have copied several BMPs to the logo directory there is also a selection
random logo which randomly picks an image from the logo directory each time it's needed.
If this info is way out-of-date hopefully someone will be along soon to give you better instructions
Edit: In case it's helpful, attached is a sample of a BMP which works fine on my PB360