It would only apply to you if your computer is managed by a Mobile Device Management (MDM) host. This is usually the case when you are apart of an educational institution or business that distributes devices or wants to have more control over what takes place on the devices, mainly for security reasons.
My school utilizes an MDM. I went into System Preferences, and there was a profile icon that I could open. Once in there, I just removed the profile. (It helps that I am the tech administrator here, therefore I have the privileges to perform such an action.) If you do not have this "Profiles" icon, then you don't have a profile installed on your computer and this would not resolve your problem. If you do have the icon, you need to talk with your tech admin about changing the profile to give you privileges to modify the backgrounds of your desktop.
Hopefully that explains it a little better.
Here is an image of what that profile icon would look like. (Credit to Meraki/Cisco for posting it.)