Installing a JPG as Wallpaper on a typical windows machince:

Right-click in an empty area on the desktop.
Select "Properties."
Click on the "Desktop" tab.
Click "Browse."
Navigate to the folder where you keep the relevant JPG
Double-click the JPG file.  It will be imported into the list of avaiable graphics for the Desktop Background.
Click once on the name of the imported JPG in the list of available graphics for the Desktop Background.
Select the appropriate "Position" (Tile, Center, or Stretch, depending on your preference).
Click "Apply."
Click "OK."

That should do it.