In Mate settings you can configure background easy. But most issue is the lockscreen, If you like to change that, It will be more or less impossible as gnome way it does.
Standard Mate background uses stripes.jpg but i have changed to the lightdm wallpaper of manjaro.
its not pretty hard to do also.
go to
``` /usr/share/glib-2.0/schemas/ ```
and look for : mate-background.gschema.override
if you found that. or you have to make one,
you should see this :
[org.mate.background] picture-filename='/path/to/the/background.jpg'
not exact as it show, put between ' ' your path and the picture it must show.
then in admin mode also :
# glib-compile-schemas /usr/share/glib-2.0/schemas/
If you did that you background changed after a reboot because it made a compiled file for the mate-screensaver.
more info : https://wiki.archlinux.org/index.php/MATE#Lock_screen_and_default_background_image