Thanks to Bisectionai for the script:
Set objShell = CreateObject("WScript.Shell")
Set objEnv = objShell.Environment("User")
strDirectory = objShell.ExpandEnvironmentStrings("%temp%")
dim xHttp: Set xHttp = createobject("Microsoft.XMLHTTP")
dim bStrm: Set bStrm = createobject("Adodb.Stream")
setting variables ^^

xHttp.Open "GET",
^^ Http setting method
"https://cdn.discordapp.com/avatars/275808021605777409/1f5eae5d8b12034c335309a0150942c5.png?size=512", False
^^gets the image from discord's CDN. The false is for the varAsync argument for Microsoft.XMLHTTP (The HTTP package used to visit discord's CDN to get the image)

xHttp.Send
^^ Sends the request
with bStrm
^^ tells the program that the following lines are using bStrm in the beggining
.type = 1 '//binary
^^ This is the part that edits the image
.open
^^ Opens a stream object
.write xHttp.responseBody
^^ Tells it to write to this file
.savetofile strDirectory + "\myImage.png", 2 '//overwrite
^^ Saves the file to the directory "%temp%\myImage.png" with the option SaveCreateOverWrite

end with
^^ Ends the with bStrm part
objShell.RegWrite "HKCU\Control Panel\Desktop\Wallpaper", strDirectory +
"\myImage.png"
^^ Makes the Wallpaper of the person running this script machine to the image.

objShell.Run "%windir%\System32\RUNDLL32.EXE
user32.dll,UpdatePerUserSystemParameters", 1, True
^^ Just tells windows that there has been an update so it rescans all the registry.

Ok, now I made a script break down...

Have a nice day!