From Forum Nokia Wiki

To change wallpaper programmatically you can use the AknsWallpaperUtils class defined in aknswallpaperutils.h. You will need the WriteDeviceData capability, which is not available for self-signed applications.

Example

---

CAPABILITY WriteDeviceData
LIBRARY	aknswallpaperutils.lib

#include <aknswallpaperutils.h>
 
_LIT(KWallpaperImage, "c:\\data\\images\\mywallpaper.jpg");
AknsWallpaperUtils::SetIdleWallpaper(KWallpaperImage, iCoeEnv);