Try Ubuntu Tweaks. To install, just press Ctrl+Alt+T on your keyboard to open Terminal. When it opens, run the command(s) below:

sudo add-apt-repository ppa:tualatrix/next

sudo apt-get update

sudo apt-get install ubuntu-tweak 

Another way of doing it, is right click on the desktop, and click Change Desktop Background.

Click the + sign

Browse, and choose the image, and click open

The desktop background has changed with the new image

This is the login screen, with the new image applied.