I tried unsuccessfully to install the unofficial KDE plugin via https://github.com/catsout/wallpaper-engine-kde-plugin. There are several forks that I tried with which I had no luck. The install script also currently creates the plugin in the wrong folder, and according to many people on the github, moving it to the correct folder yields mixed results. For me, it didn't fix the issue.

However, in my case, the AUR version (plasma6-wallpapers-wallpaper-engine-git) of the same plugin works straight up out of the box, so arch linux users running KDE may find it fairly easy. It may work with people running KDE 6 using distrobox, but I would think most people's best bet is via the link above.

The experience is not seamless in any way, nor is it equivalent to Windows, which is to be expected considering the complete lack of care from the devs. You can download wallpapers if you run Proton Experimental, but you have to use KDE's wallpaper menu to actually apply each wallpaper. Some wallpapers requiring special effects will be borked, and most that use any kind of zooming or cropping will just be zoomed out.

Fortunately, a lot of them do work in an aesthetic way. However, since you have to use two different applications, a la the actual launcher and KDE itself, people with larger libraries may have difficulties finding the wallpaper they want, and not all of their preferred wallpapers will work the way they expect from Windows.