How to install a wallpaper on your desktop.
Rightclick the wallpaper you want to choose. In the submenu choose Save image as...
Choose any location where you want to save the wallpaper. If you are not sure then just press Save.
At the bottom of your screen you will see a download starting. Rightclick the file when finished and choose Show in folder from the menu.
In the new window which now popped up you will probably see a lot of files. Among them you will see your wallpaper. Rightclick it and then click Set as background.
Congratulations! You installed your wallpaper.