Created attachment 6659 Picture shows the problem described. I have a problem of exchanging wallpaper, enter the area of job settings, select the folder where is my wallpaper but I can not select it.
Hello! The Desktop Settings dialog opens a directory where you can then choose a wallpaper. From your screenshot, once you are in that directory, simply click Open and then select your wallpaper to apply it. I do see that there is an error with the dialog title, where it should actually say "Select a Directory" instead of "Select a File". I've moved this bug report over to the Xfdesktop project.
Never even noticed that. Pushed a fix to master in: commit b88672ffcfa0ab55d805bba5a089fb0056fc26a6 Author: Eric Koegel <eric.koegel@gmail.com> Date: Mon Aug 15 13:53:23 2016 +0300 Fix Open dialog's title (Bug #12560) xfdesktop-setting's file chooser's title needs to tell the user to select a directory, not a file. https://git.xfce.org/xfce/xfdesktop/commit/?id=b88672ffcfa0ab55d805bba5a089fb0056fc26a6