First of all
the picture you want to set as your background,
open it first
I am going to set the black picture
on my background
I will open it first
 
After doing that
Right-Click on it
and move your cursor on "Set As"
The following options appear in the drop-down menu:
Set as Lock Screen,
Set as Background,
& Set as App Title
I want to have this as my background
so i will click on "Set as Background"
and
this black pic
has set as my backround
