If you're browsing with your mobile:
1. Find a wallpaper you like
2. Select its image
3. Choose 'Set as wallpaper' (or your browser's equivalent)
On some mobiles, you may have to download the image, then find it (usually in your Pictures), and choose 'Set as wallpaper' (or your mobile's equivalent)
If you're browsing with a Mac or PC:
1. Find a wallpaper you like
2. Right-click on its image
3. Choose 'Download' or 'Save target as' (or your browser's equivalent)
4. Transfer the downloaded file to your mobile (by Bluetooth or cable)
5. Find the wallpaper on your mobile (usually in your Pictures)
6. Choose 'Set as wallpaper' (or your mobile's equivalent)