Click on the image to view the wallpaper. Then to make it your desktop, right click on the large image, select "Set as Background" or "Set as Desktop". In windows, the image might be stretched if you have a large monitor.
You can center the image to create a border: right click on the desktop, select "Customize" or "Personalize". Then select "Background" or "Desktop". From there you can choose the display options and a border if you like.