How to Create a Desktop Background Shortcut to Settings or Control Panel
Windows 10 uses Settings to access your Desktop background options. It's easy to create a shortcut to your Background option in Settings, the classic Control Panel, or both.
Video tutorial:
Right-click on your Desktop and click New > Shortcut.
Type in the following for the shortcut you want:
Control Panel: explorer shell:::{ED834ED6-4B5A-4bfe-8F11-A626DCB6A921} -Microsoft.Personalization\pageWallpaper
Settings: explorer ms-settings:personalization-background
To change the icon, right-click on either shortcut and click Properties.
Click on Change icon...
Choose a new icon or click Browse to find a new icon.