Move the mouse cursor over the image after it has fully loaded in the new window

Click with right mouse button

A context menu window will popup - select and click "Set as Wallpaper" / "Set as Background"

The wallpaper should appear as the new desktop. If not - refresh desktop screen

Move the mouse cursor over the image after it has fully loaded in the new window

Hold down the mouse button until the context menu appears

Choose "save image as" (download image to disk)

Open the control panel "Desktop Pictures"

Remove your previous wallpaper (if you installed one)

Load the new wallpaper from where you saved it on your disk

Choose "position automatically"