Not every skin includes the shown wallpaper of the preview. Nor does every skinner uploads the shown wallpaper here, since not every wall is made by themselves.
If a wallpaper is supposed to be included, it is either packed into the downloaded zip or installed with the skin in its own skin folder (c:users/all users/all documents/ stardock /windowblinds/skinfolder).
It normally stands in the description here of a skin. If there is not a wallpaper included nor uploaded here, you may can find the name or a link to it in the comments of a skin.
But of course you can use your own wallpaper. Windowblinds does not change your wallpaper with a skin, only you windows gui. But it has some functions in addition to change your wallpaper.