There is no simple way to set the wallpaper. We have to use a Windows DLL to do that.

And this DLL is able to set the wallpaper only if the image is a BMP. So we have to convert it first.

using Microsoft.Win32;
using System.Drawing;
using System.Drawing.Imaging;
using System.IO;
using System.Runtime.InteropServices;

namespace WindowsStarter
{
    public static class WallpaperManager
    {
        const int SPI_SETDESKWALLPAPER = 20;
        const int SPIF_UPDATEINIFILE = 0x01;
        const int SPIF_SENDWININICHANGE = 0x02;

        [DllImport("user32.dll", CharSet = CharSet.Auto)]
        static extern int SystemParametersInfo(int uAction, int uParam, string lpvParam, int fuWinIni);

        public enum Style : int
        {
            Tiled,
            Centered,
            Stretched
        }

        public static void Set(string imgPath, Style style)
        {
            var img = Image.FromFile(Path.GetFullPath(imgPath));
            string tempPath = Path.Combine(Path.GetTempPath(), "wallpaper.bmp");
            img.Save(tempPath, ImageFormat.Bmp);

            var key = Registry.CurrentUser.OpenSubKey(@"Control Panel\Desktop", true);

            switch (style)
            {
                case Style.Tiled:
                    key.SetValue(@"WallpaperStyle", 1.ToString());
                    key.SetValue(@"TileWallpaper", 1.ToString());
                    break;
                case Style.Centered:
                    key.SetValue(@"WallpaperStyle", 1.ToString());
                    key.SetValue(@"TileWallpaper", 0.ToString());
                    break;
                case Style.Stretched:
                    key.SetValue(@"WallpaperStyle", 2.ToString());
                    key.SetValue(@"TileWallpaper", 0.ToString());
                    break;
                default:
                    break;
            }

            SystemParametersInfo(SPI_SETDESKWALLPAPER, 0, tempPath, SPIF_UPDATEINIFILE | SPIF_SENDWININICHANGE);
        }
    }
}