Unable to change desktop background in Macbook Air

I recently got a MacBook Air at work and since I've never used Mac OS before, I googled how to change the desktop background and the login screen from the preloaded awful looking company background pic. However, going into System Preferences and changing it from there didn't work. I even tried to take a random pic and change that to the desktop background by right clicking and clicking Share. There was no option for changing desktop background.

If the change desktop background option has been disabled by the IT admin, is there any way around it?

To change Desktop go to System Preferences and select Desktop and Screen Saver. When that panel opens select the Desktop Tab. This will bring up many options for a Desktop. You can scroll down on the left and goto Folders. You can select an image file to use as your desktop. Or is you go to the Apple selection there are many images to choose from.

The internet is also quite littered with images sized for mac desktop. A google search on mac desktop images will give you plenty oh hits.