First off if you are intending to run any Windows Apps stick with 32-bit and also LTS support version of 9 - 10 is end of life in January 2016!
You should be able to send a shortcut to the desktop by right-clicking the menu item and selecting place shortcut on desktop - if for any reason the icon does not show correctly, right-click, select properties, then check mark permissions tab in respect of run as executable. As for Personal Pix (Pictures?) You should be able to do this by for example, copying a picture to the Pictures folder in your '/home' directory, double-click it to open up in image viewer then from the Menu of image viewer, 'set as desktop background'!
As for screensaver, you would have to install 'screensaver' using Synaptic Package Manager and once installed check out if random screensavers are accessible - not certain about using pics from Pictures folder.
You can try this live before installation!