Downloading procedure:

1. Click on thumbnails above
2. It will open a seperate window with the wallpaper image
3. "Right Click" on that image in the new window and click "save image as" or "save picture as" from the small menu opened
4. Save the image on the desired location on your computer hard drive

Or intead of saving the image, after "Right clicking" you can directly click on "set as background" option from the small menu opened