Hi Samuel,
I have two dedicated blog posts on changing desktop wallpaper via Intune. Please refer to these posts, which will help in answering your query. The second post also talks about updating desktop wallpaper.
If you want to store desktop wallpapers in a public location, then please refer to the below link: https://cloudinfra.net/how-to-set-desktop-and-lock-screen-wallpaper-using-intune/
If you do not want to use a public location for storing the desktop wallpapers, then please refer to the link: https://cloudinfra.net/set-desktop-lock-screen-wallpaper-using-intune-win32-app/
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