This plugin allows you to set the Xfce desktop background image using the context menu in Thunar
The latest release of the wallpaper-plugin can be downloaded here.
There has not been a release yet.
You can also check out the latest bleeding-edge code from the Goodies Subversion Repository like so:
svn co http://svn.xfce.org/svn/goodies/thunar-wallpaper-plugin/trunk thunar-wallpaper-plugin
You can view the SVN source tree online as well.