Click on the thumbnail of the image that you want to use. This will take you to the detailed view of the wallpaper.
Right-click (Ctrl-click on the Mac) on the download link to the right of the desired wallpaper.
Choose "Save link as" or similar from the dropdown.
Mac users can either save the image to a folder or add it to their iPhoto library. PC users will want to save the wallpaper into their 'My Pictures' folder.
You can then sync the iPhone or iPod with photos in iPhoto 4.0.3 or later on a Mac, or Photoshop Album 2.0 or later or Photoshop Elements 3.0 or later on a PC. Or you can sync with any folder on your computer that contains images.
Phone & Tablet Installation Instructions
Send the desired Phone design to yourself in an email
Open the email and hold your finger on the image attached to the email
Save to your camera roll
Go to Settings and tap Wallpaper. Then tap Choose a New Wallpaper. Choose the photo of the design. When you select the image you want, you can choose to use it for the Lock screen, Home screen, or both.