Set Wallpaper is a lightweight, portable application. It does not need to be installed, just download the executable to a location of your choice, and launch the executable.
There are no extra dependencies, and the application does not rely on heavy frameworks such as .NET.
If you no longer need this application, just close the application and delete the executable, there is nothing to uninstall.
If you want this application to run automatically every time you start your computer, just create a shortcut to the executable (or copy the executable itself) in the Windows startup folder, and you are done.