Each is available in three different sizes: 128 x 160, 480 x 640 and iPhone-sized
320 x 480.
Download the right one for you by clicking any of the sizes for the wallpaper you want and then right clicking the image on the next page and selecting "Save target as..." from the menu you see...
Once you've downloaded your wallpaper, you'll need to transfer it to your phone and then set it as the to be your background. How to achieve that is different on each type of phone.