To start Fluxbox with a wallpaper, you will have to edit some configuration files, and have a image viewer installed on you machine, not all of them works, so consider using one of these two.

Esetroot or feh. To install Esetroot run:

sudo aptitude install eterm

Now run:

fbsetbg -i

You should see something like this:

feh is a nice wallpapersetter. You won't have any problems.

Now lets edit your ./fluxbox/init file with your favorite text editor (mine is vim with colors), and add this line if it is not present.

session.styleOverlay: ~/.fluxbox/overlay

Now create a file ~/.fluxbox/overlay and inside it put this lines:

background: aspect
background.pixmap: /path/to/your/file.jpg

Now just restart fluxbox and you are done.