This is very simple to change desktop wallpaper in ubuntu. To change wallpaper use following steps.
Open the Appearance Preferences window. Place your mouse cursor over any blank area of the desktop. Right-click on your desktop and choose "Change Desktop Background."
Select your desktop wallpaper. Ubuntu comes with several wallpaper choices. The list of backgrounds available are shown as thumbnail images. Simply click the image you want and it will be applied instantly as your desktop wallpaper. If you don't like it, click on another thumbnail image to change the background.