How to download the image
Tap and hold the image until a menu appears. Check the box next to the attachment(s) you wish to save, then tap "Save". The photo is now saved to a folder called Download and is viewable from the Gallery app.
How to change the background on a Galaxy S4
Press and hold your finger on a clear area of the home screen for a moment.
Tap "Set wallpaper" on the pop-up window that appears
Tap "Home screen", "Lock screen", or "Home and lock screen" as desired
Tap "Gallery" and select the downloaded image.
Once you've picked the image from the gallery, set the appropriate cropping by tapping and dragging the boxes. The outlines show how much of the image will be visible when the phone is held upright or sideways.
Tap "Done" in the top-right when you’re happy with the crop scheme.