The Cycling Plus web-site used to have cycling related wallpaper available - shots of mountain stages of the TdF sort of thing. I used to have one on my laptop. Don't know if they are still available, but may be worth a search.
I just use any cycling photos I see on the web and use those as and when I see them. pretty much any web image can be used.
Currently I have a 'still' from that recent velodrome pile-up.
Right click on picture, then 'set as background' or alternatively save image and use from there.