To save a photo to use as a desktop image, first download the image of the photo, and save it to your hard drive. Open the saved photo, right click on it, and click on Set as Desktop Background. The desktop background should now display the photo.
If you are using the photo from an external storage device such as a CD or a flash drive, you should search for the photo on this device. In order to save the photo, right click on the photo, and select Save As. Give a name to the photo. You may now open this photo from your hard drive and select it as the desktop background following the steps as above.