I found this picture of someone's desktop. How do they add all that stuff to a picture and have the picture on their? Is it like a program or a download or is it just fake?

samurize is a good place to start.
Prepare to spend a lot of time reading if you want good results on your own... or just uses others work.

Lifehacker recently had an article on top desktops that would prove insightful for you I bet.

Maybe even try the Alien Ware website? My boyfriend gets a lot of backgrounds off there. You don't have to have a computer from them either, he has a Vaio..