If you want to change your current Desktop background you can do it like these ways. There are two way to open the window of changing background.
# Right click on your desktop and select “Change Desktop Background” on the menu.
# Go to System → Preferences → Appearance and select Background tab
When you open that Appearance window you can add your pictures by browsing with pressing “Add” button and you can remove  unnecessary pictures with “Remove” button
you can get more idea about that with relevant screen shots.