The other possibility of your desktop wallpaper not showing is because of ... Scroll down to the Make things on the screen easier to see section and make sure the checkbox beside Remove background ...

Personalization Settings allows you to change the background colors and accent, lock screen image, wallpaper, and themes on your PC. Here you can select the Background, Color, Sounds, and Mouse ...

Metal Gear Solid 4's iconic installation screen has been turned into an animated wallpaper for Wallpaper Engine.

Keep your desktop looking fresh ... You can create hotkeys for other interactions with Wallpaper Engine, like for starting a screen saver, taking screenshots, and a lot more.