Your phone does not support screensavers out of the box. The reason for this is that the battery life is already poor on S60 3rd phones. In order to use any screensaver other than date/time or text, you will need a 3rd party app.
Such apps that will give you new screensaver options are Slide Screensaver (for images), Best Fullscreen Clock, Handy Clock, and others. These are all payware apps so DO NOT request them here.