Enter under Custom wallpaper file the name of the picture you want to define as your background image.
If you use more than one monitor, you have to assign the background image to each one of them manually.
Assign the profile to your devices by dragging and dropping them or by adding them under Assigned objects.
Checking the Results
Choose the device in the UMS structure tree under Devices.
Go to User Interface > Desktop > Background. You will see that the wallpaper has already been assigned by the profile; you cannot set it manually any more. Alternatively, you can shadow your thin client and you will see the new wallpaper.
This way, you can automatically assign background images to your devices. It is very easy to maintain them because the only thing you have to do if you want to choose another image is to change it in the profile.