You can right click your desktop, select "Change Desktop Background" and choose any one of the wallpapers pre-installed, but you need to do it each time you want to change a wallpaper. What about changing a wallpaper automatically within a certain time interval? Try Wally.

1. Go to Applications (or Main Menu) > Ubuntu Software Center, enter wally into the box and click "Install". (Note)
2. Press Alt-F2, enter wally and click the "Run" button.
3. Right-click the Wally icon on the panel, select Settings.
4. Click "Folders" in the left column, then add /usr/share/backgrounds to the Folder box and tick "Include subfolders".
5. Click "Settings" in the left column, then tick "Play automatically on application starts".
6. Set the application to auto start, using this tip Auto Start Up an Application (as Wally's option to "Start automatically when system starts" being disabled).

Your wallpaper on the desktop will automatically change following these basic settings when you log back in the system (or right click the Wally icon on the panel and select "Play").

Note: If you like to get the latest version of Wally which has an option to disable splash screen and auto quit, go to developer's site to download. After which, right click the .deb file and select "Open with Ubuntu Software Center" to install, then follow Step 2 above.