You must first get your pictures off your camera to your computer. Then from
your computer, you can change your desktop wallpaper with one of your
photos. Keep in mind, good results depend on what resolution you've taken
the picture in, and the resolution your monitor is using currently. You
could bypass all of this if you have a photo manipulation program like
Photoshop, PaintShop Pro, etc. where you can resize your images to any size
you want to match your computer monitor.
good luck!
- me