There are no such things as "stupid" questions. However if you think your question is a bit stupid, then this is the right place for you to post it. Please stick to easy to-the-point questions that you feel people can answer fast. For long and complicated questions prefer the other forums within the support section. Before you post please read this
Open an Terminal/Konsole and type:
sudo cd /usr/share/wallpapers
and than: ls
now it shows its contents.
type it as shown, don't make an mistake.
If you use Gnome:
Load your wall to an directory and activate it in your background.
(it will be in pixmaps) Don't delete it in your map.
You can also move it to the map: /usr/share/pixmaps
So it will be available directly.
The best way is to create your own directory for your walls.
And use it from there on. (your rights are not closed, you don't need sudo).