How to set my own wallpapers on kde4?
Right-click on desktop > Desktop Settings (or Folder View Settings)
I also cannot put my favorits on the panel for just to click and to open it.
Right-click on Panel (or desktop) > Unlock Widgets
Open menu and right-click on item > Add to Panel
Right-click on Panel > Panel Options > Panel Settings and drag-drop the favorit to the required location.
Select Close (little red cross) button.
Right-click on Panel > Panel Options > Lock Widgets (or Right-click on desktop > Lock Widgets).