Well... the newtor gave you the correct answer
If you want the desktop background to be available to all users on the system you really do want to move it to /usr/share/wallpapers which is where XFCE looks for backgrounds by default.
If you don't care about sharing the background and don't want to move it you can add pretty much any file you have access to by simply right clicking on the desktop and choosing Settings->Desktop Settings from the menu. You'll see the background file about two thirds of the way down the dialog box. To the right of the file name is an icon with a file folder. Click on that and you can navigate to your downloaded image file and select it.
I've read several of your questions now and it seems a lot of your issues stem from the fact that you just aren't comfortable with XFCE yet. It's very well documented. Simply click "Help" in the menu and most everything you need to know is there. If you want Vector to look like Fedora then simply install the gnomemeta package and you'll have a desktop just like the one in Fedora. Your choice