The windows registry stores all of windows’ settings, including what image or color is set to be the desktop wallpaper.
So to set the desktop image you need to talk to the registry.
REG does that.
REG ADD
Adds a new subkey to the registry
In this case, the HKEY_CURRENT_USER (current user’s)
Control_Panel\Desktop (settings for)
/v Wallpaper /t REG_SZ /d (how the registry references the addition of a new image to the desktop)
and lastly of course, where to find the image you want to use.
The other command…
RUNDLL32.EXE user32.dll,UpdatePerUserSystemParameters
has RUNDLL32 update the registry to include pending changes … such as your desktop image change.
Microsoft Docs has the full documentation for using REG and related commands. available.