The process for changing the desktop background in Ubuntu Version 13.10 (Saucy Salamander) seems to have changed from some earlier versions of the OS. In the past, one right-clicked on the desktop, selected “Change Desktop Background”, and then had the option to “Add” an image for use as wallpaper. However, in Saucy, this particular option appears to be absent, nor is it obvious how to use a new image file as wallpaper.
One way is to copy the desired image file to the Pictures folder (Places – Pictures). Selecting “Change Desktop Background” displays a window with the default image selections for “Background” and “Lock Screen”. Left-clicking on the thumbnail of the Background image switches to a window with three tabs (Wallpapers, Pictures, and Colours). Selecting the Pictures tab displays the images contained in this folder. Clicking on one of these, and pressing the Select button, changes the wallpaper to the desired image.
A simpler method is to use Nautilus to browse to any image file, right-click on the image, and select “Set as Wallpaper”. This copies the file to the Pictures folder and – as you might expect – makes this image the desktop wallpaper.