You don't need to do that. Just locate a picture you want and copy it to "Pictures" and then right click on it and select "Set as Background".
Any picture can be set as the background image. On the START screen, that is different. There, you open the Charms Bar menu and select "Personalize". The last image in that particular selection category is to mirror the image on both Desktop and START screen. Other than that, the other images are fixed.
In fact, this was capable on all versions of Windows.