What kind of effects are you looking to do? There are many different ways to create wallpapers.
You should probably start with resizing/blending images using the eraser tool or the freehand selection tool with the feathering set at 30 or so. If it helps I could try to create a wallpaper tutorial for you with screencaps a little later. Basically to start out you should choose your pictures, make a new image at whatever size your screen dimensions are, and work on putting them together and add some color.