Windows Theme "Mars"

These are the images to copy into your folder 'DesktopBackground' (and that's a Dword name, not a typo) and you put that folder into one named 'Mars' to be added to your Themes folder. And where is that?
C:\Users\(your name)\AppData\Local\Microsoft\Windows\Themes.

When you have all these in a folder named DesktopBackground, and that one is inside one named Mars, navigate to C:\Users\(your name)\AppData\Local\Microsoft\Windows\Themes and use drag and drop to move your new theme folder into the folder for Themes. When it's in there, open it, open the folder inside it named DesktopBackground, choose Select All from the taskbar, and then right-click on one of those to choose "Set as Desktop Background".

When your new theme's first image appears on screen, you can close open windows, and then right-click on the Desktop and choose the bottom item on the list, "Personalize". This opens the personalization window, where you should see a thumbnail of your new theme in the upper left corner of the installed themes section. Right-click on that to choose "Save Theme" and give it a name, and save it. Then down below that section, click on Desktop Background to choose the positioning and the timing for each image to be on screen. You will also notice a little check mark in the upper left corner of each thumbnail of your theme, and by removing or adding those you can choose how many, or all, of the images that will appear in your new slideshow-style theme. Don't forget to click on "Save Changes" before you move on to the 'Color' button. There, you can choose between a variety of colors, or simply select 'Automatic' and let Windows match your color scheme for you. Again, "Save Changes". And now you can close that, and enjoy your new theme.