How to download the image
Tap and hold on the picture. A menu will pop up, then tap the "Save Image" button.
How to change the background on iOS
In "Settings" > "Wallpapers and Brightness", tap: "Choose Wallpaper".
Select the image from your Camera Roll.
Select the image. Tap the image and the tap "Choose".
Note: in some images you can move and scale the image; for example, move the image to the left or right. You can set the wallpaper for the Lock screen, the home Screen or both. Tap the appropriate button, tap the home button to get back to the home screen.