To make one of these pictures your desktop wallpaper or background, first follow the link which is the same as the mode (resolution) your screen is running in at the moment (eg 800 x 600 pixels). Once the picture has loaded, right-click on the picture (or hold the mouse button if you're using a Mac) and then choose Set As Wallpaper.

If you don't know what size your screen is running at, just try them all until you find the one which looks best.