By default Apple gives us 35 wallpapers in Mountain Lion to choose from, these live in /Library/Desktop Pictures along with some solid colours. We can easily add any of our own pictures to this folder or I can right click a picture (ctrl-click) and change the Desktop Background from the contextual menu.
If you have iPhoto installed it will also allow you to select a picture from your library and use it as the Desktop Picture, from the Share menu select Set Desktop.
What you may not know is that there are some additional pictures buried in the file system at /System/Library/Frameworks/ScreenSaver.Framework/Versions/A/Resources/Default Collections
Here you will find four folders with an additional 43 pictures.