How To Customize your Desktop - from your iPhone
Desktop customization options include background wallpaper, folder/icon style selection, and of course setting which applications will have launch icons on the desktop and how these will be arranged. Many of these features can be modified from your iPhone, however most users find that configuring and arranging the Desktop is most easily done from a computer.
Preferences & Desktop menus access
To access the main menu for modifying appearance and other personal attributes of your online PC, select from the main System menu Preferences, Look and Feel, and then either Appearance or Windows - Appearance presents the Desktop background wallpaper and icon/folder setup options.
Right Click alternative
If it is the background only that you wish to change, you can (tap two fingers together once on the iPhone to) right click to launch that menu, and then select Change Desktop Background at the bottom of the list.