To set background picture in macOS Mojave and Catalina you need to create a .mobileconfig file defining this setting and deploy it to the target Device Collection in SCCM.
For example, you may use free ProfileCreator utility to create such a profile.
1. Once you have it installed, create a new profile and fill its Name, Payload Description and Organization. Set the Scope to User:
2. Click on macOS payload Desktop Picture, specify the path to the picture and set option Lock desktop picture if needed:
3. Click Add in the right upper corner;
4. Click File → Export and save the profile to .mobileconfig file:
5. Copy the file to network share;
6. Launch SCCM Console and proceed to Assets and Compliance → Overview → Compliance Settings → Configuration Items;
7. Click Create Parallels Configuration Item → Mac OS X Configuration Profile from File:
8. Specify its name, type as User profile and enter the path to the .mobileconfig file, click OK:
9. Create a Configuration Baseline containing the newly created Configuration Item and deploy it to the target Device Collection.
Once Macs update their policies, they download and install the profile, and the background picture will be set: