Hey. I just figured out how to do this, and it’s a bit more complicated than it needs to be, so I thought I’d make a write-up for it.
Download your background.
The first step (if you haven’t done this already) is to download your background. This article assumes that /home/<username>/Downloads/ is your download directory.
Copy Background to the Xfce backgrounds directory.
The next step is to copy your background to the directory in which Xfce backgrounds are stored. This can be done with two commands.
Change Directories (CD) to your download directory.
Copy your wallpaper to the backgrounds directory.
sudo cp your_background_here /usr/share/xfce4/backdrops/
Select your Wallpaper.
Finally, click Applications Menu>Settings>Preferences>Settings Manager>Desktop>Background Tab
Then, simply click your image.
And viola! That’s all there is to it.