ResolutionTo make possible to change wallpaper inside VE it’s necessary to configure Terminal Server there:
It can be done through gpedit.msc: Go to Start, Run, type gpedit.msc and hit Enter, go to Computer configuration, Administrative Template, Windows Component, Terminal Service, double click on Enforce Removal of Remote Desktop Wallpaper and select Disable, click OK.
Also keep in mind to enable wallpaper in TS client setting (mstsc, Experience tab, Desktop Background checkbox).
Or you can use the following command to change registry key inside VE:
reg add "HKLM\SOFTWARE\Policies\Microsoft\Windows NT\Terminal Services" /v fNoRemoteDesktopWallpaper /t REG_DWORD /d 0 /f
After changes in gpedit.msc it’s necessary to logoff/logon into the VE.
After changes made in the registry it’s necessary to restart the VE.