Hi Jim,
Background Plus is NOT on by default from my experience of Zorin 12. To change the wallpaper it is a simple case of right-clicking the desktop anywhere (or should be) and select, 'Change Background' from the context menu:
You then get presented with this window:
You then click on the 'Background' picture/square and:
Which automatically opens, Wallpapers.
Click on the Pictures tab and you can choose something you have taken:
Or if you want a traditional, one colo(u)r, non-distracting background, select Colours:
In respect of Wallpapers | Pictures | Colours, you can place your mouse over the window and scroll wheel towards you to view wallpapers/pictures/colours not showing.
Single (left-click) to choose / highlight your choice, then 'Select' button appears top right - as always you can circumvent this procedure by double-clicking your desired image/background also. In the example shown I have selected the default Zorin wallpaper and change is instantaneous.
You can also add a picture via Applications such as:
Shotwell;
Taking it to the next level, provided the image resides on the hard drive and not an external device, open your Pictures folder, select any thumbnail, right-click and choose 'Set as Wallpaper'.