Unable to change desktop background in Macbook Air
To change Desktop go to System Preferences and select Desktop and Screen Saver. When that panel opens select the Desktop Tab. This will bring up many options for a Desktop. You can scroll down on the left and goto Folders. You can select an image file to use as your desktop. Or is you go to the Apple selection there are many images to choose from.

The internet is also quite littered with images sized for mac desktop. A google search on mac desktop images will give you plenty oh hits.