You do mean just the animated downloading gif right? Not the whole end of the internet information right?
If so, then I am thinking you will need to Left click on the image and save it to your file.
It will be saved as a gif. (animated image)
Then I believe you will have to open it up as your desktop image.
I imagine it should still work, but I am not sure.
Unless the desktop image program only allows a jpg image.
I will try it on my computer and see if it works.
Check back frequently as I try it out.
It’s not MY computer who I want to stick it on...and said computer has a LOT of desktop shortcuts on it.
I’m leaning towards I shouldn’t do this.........