Save your slide as an image (File > Save As) and put it in your Windows folder.
Then right click he Desktop and select Properties and set the wallpaper.
You can't do that exactly, but you can accomplish this a different way:
Open the presentation
Choose File, Save As
In Save As Type: choose JPG or PNG
Give it a name and save to a convenient location
When PPT asks, tell it to export just the current slide, not the entire
presentation.
Then close PPT, rightclick your desktop and in Properties, set the new exported
image as your your wallpaper.
