The Background setup dialog is comprised of four sections:
Desktop selection and Name.
The background Preview Monitor.
The background Color.
The background Wallpaper.
At the bottom of the screen the selection Dock into the panel allows you to select whether an icon for the Background Display Setting dialog is docked into the Panel (this provides quick access to the Display Settings menu, and also allows stepping through changing background sequences when the "Random" background mode is selected).
Also at the bottom of the screen is a slider allowing the memory Cache size used by the display to be adjusted.
The top left Desktop box lists the currently-configured desktops by their assigned names. Click on a name to select the corresponding desktop to be configured. Click on Rename to change the assigned name which appears on the Panel's desktop selection buttons.
If you wish to configure a common background for all Desktops, make the Common Background selection.