PC:

Right click on the thumbnail (little version of a big picture) and a menu will pop up. You can "save target as" or "save link" to download the big picture to your computer

Alternatively, you can left click the thumbnail, and then right click on the big picture. This will bring up a menu giving you the option to either "set as wallpaper" or "save picture as".

Once the picture is saved on your computer, right click on the desktop and click the properties button. From here, you can find the picture you saved, and set it as the wallpaper.

You will need to enable the "Active Desktop" to let your computer show the picture. (it will ask if it needs to).

 

iMac:

Click + hold the mouse over the thumbnail. You will be given the option to "save target as" or "save link" which will let you download the picture to your computer.

Alternatively, you can click the thumbnail, and then click + hold the mouse over the big picture when it loads. This will let you "save picture as" to download the picture to your computer.

Now you have the picture saved on your computer, you need to go the the Apple menu, and choose "control panel", and "appearance". From here, you can find the picture you saved and set it as the background.