Oh no - this one's a stinker! - not really. I suppose you what to know how to get it on the desktop now. There are a number of ways to set the chosen wallpaper as your desktop wallpaper / background. One way is to right click the desktop background below and then choose 'save target as...' (IE & Opera) or 'save link as...' (Firefox). Don't forget where you saved it though! Then go to wherever you set the background for you particular computer / operating system and select the image.
Another way is when the full screen wallpaper has loaded, right click it and choose 'save image as...' or 'set as Desktop Background' or 'Set as Background'. You'll know what to do when the time comes. I'm routing for you.My guess is you already know. I'll keep a lid on it now.
Return to wallpaper thumbnails.