How do I add new wallpapers?

You can "install" whatever wallpaper image you want easily by right-clicking on the desktop and selecting change desktop background from the menu

and in the popup window, on the right side - where all the default wallpapers are listed - you'll find a + button at the bottom (where you click on), in the following popup windows you can chose from any folder on your hard disk any new picture you have already downloaded.

As for the "where" you download them, use your good friend Google.

[From memory:] Click on the Ubuntu logo in the top left corner and type "gnome-appearance-properties" in the search field. It should now show you the gnome-appearance-properties icon - click to start the appearance preferences with the background tab already activated. :)

Side note: in Ubuntu 11.04 you'll again be able to right-click the desktop and change the background like you're used to.

Click the Applications icon in the sidebar, then search for "Appearance", then look at the "Backround" tab. (Extra clicks compared to the instructions above, but I use Unity every day.) And on a side note, you can also add multiple wallpapers to the list of options by clicking add, then selecting all in the folder, then clicking "Open". screenshot: