This link keeps the complete collection of pictures and wallpapers. Use it if you want to download any picture or you look for additional stuff:

If you want to set a wallpaper (picture) as a backgound for your desktop, just click the right mouse button on one of the images and select 'set as background...'.

By the way, if you want just to save a wallpaper on your hard disk, then click right mouse button and select 'save picture as...'.