Just like previous versions of Windows, Windows 10 comes with a fairly comprehensive set of options to change the desktop background. These can be accessed from the Settings app.
If the default wallpaper is not doing it for you, you can change it easily by having Windows choose a new one to display on your desktop.
To do so, head to Settings from Start, and choose Personalization.
Alternatively, you can also right-click anywhere on the desktop and click on Personalize with your left button to jump straight to this screen.
Now, it is time to choose an image.
First ensure that the Picture option is selected in Background, and then click on the Browse icon under the Choose your picture option.
Navigate to the image or photo you want, click on it and then select Choose picture to finish.
The image should now be in place.
You can also choose a fit for it before you go. Experiment with the various options that are available, and the changes will be displayed in the preview window above.
Press and hold the Win + M key combination to see your new desktop background!