Print out a lot of copies, and paste them to your wall.
But, seriously... if you mean wallpaper for windows, you're going to need to
convert the combination of the picture and the combination into a picture.
One way is to copy the picture & caption to the clipboard, then--in
Word--choose Edit - Paste Special, and choose one of the graphic options.
That will paste the picture/text combination as a picture. Finally, copy
that to the clipboard, and paste it into a graphics program, such as Windows
Paint, and save that image to a file... which can then be used as your
Windows wallpaper.
Alternatively, display the picture/caption in Word, and press
Alt+PrintScreen to copy the window to the clipboard. Paste the contents of
the clipboard into a graphics program (such as Paint), trim away the bits
you don't want, and save it as an image.
