Here are the steps to get to Themes and Background:
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Select the Start > Settings > Personalization > Themes. Choose from a default theme or select Get more themes in Microsoft Store to download new themes with desktop backgrounds featuring cute critters, breathtaking landscapes, and other smile-inducing options.
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Select the Start > Settings > Personalization > Background. Choose from a picture, solid color or slideshow. You can also add any of your photos by browsing in you PC.