Make a Windows 10 Theme of Dubai....

As described in an earlier blog post, these go into a folder DesktopBackground within another folder you name Dubai, and then that goes into your Themes folder, which you will find at:-
C:\Users\Your name\AppData\Local\Microsoft\Windows\Themes.
Drag and Drop 'Dubai' into that Themes folder, then open it, open the one for DesktopBackground, select all images, right-click on any one and choose to 'Set as desktop background'. That puts it on screen as a slideshow-type background.
Now right-click an empty spot on Desktop, choose the bottom item Personalize on that dropdown list, and when a new window opens, pick Themes in the right-hand column, and then choose Go to Theme settings, the top item on the right.
That shows you a window of thumbnails each representing one of your themes. Your new one will have appeared in the uppermost left-hand corner. Right-click it to open a box where you can choose to Save and give it a name (Dubai).
You can close that window, and go to Search (Cortana) and ask it to Change Desktop Background. That results in being shown a new window with all the individual thumbnails of your newest theme, and below that, an active box where you choose the timing for each image to display before changing to the next in the series. Make your selection, and remember to Save Changes! Then enjoy your new theme. That's all there is to it. 

Here's how it looks on the Desktop.........