Here's how you do it. Set a Wallpaper in the Settings App ... Alternatively, you can right-click empty space on your desktop ...

This app comes with some free videos for your wallpaper, but you can also use it to add your own videos to your desktop. Here ...

To get started, you can click on the Desktop icon on your Taskbar to display all the available desktops. Right-click on one of the desktops and select the Choose background option ...