You tap-and-hold on the wallpaper, and a right-click context menu will pop up under your pointer. The last item, Desktop Settings, will let you choose new wallpaper, choose icon size, turn on thumbnails for file display, etc... There are some more settings on the system menu in the top left corner, under Preferences -> Appearance.

There are yet more settings to be found if you tap-and-hold on the left-hand panel. You can move it to other places (maybe you prefer the bottom, top or the right), change the the panel's colour, font, etc