The background picture that you see after you start Windows up has several names. Officially it is the desktop wallpaper. I don't know anybody that puts wallpaper on their desk, so the picture is often called the Windows Background. Right-click on the desktop in an empty space. You'll get a menu that says "Properties" at the bottom. Click Properties and you'll get the "Display Properties" dialog box.
Next click the "Desktop" tab. Here you can see there is a list of backgrounds that Windows can use. Each time you click on one of the choices in the list, you'll see a preview of that picture in the dialog. If the picture is small and you want it to be repeated over and over, change the "Position" to "Tile." If the picture is smaller than your screen but you want it to fill the screen, change the "Position" to "Stretch." If you want to keep the picture just as is in the middle of your desktop, change the "Position" to "Center."
In the same Display Properties dialog, you can choose a different picture that's on your computer. Press the "Browse..." button and you can navigate to the folder where your pictures are. Pick one and press "Open." Windows will show that picture on your desktop, just press "Apply."