Why not do it from the settings manager? But it's probably listed in man xfdesktop...
I am a gated community.
Actually, xfdesktop should do it.
If you set the bg to Auto (via the Destop Settings instructions above) xfdesktop -reload should auto rotate them from the list. useful if you need to use a "Command" in a script i guess.
If your just after the process for changing your wallpaper then its much as the guys above suggested:- ie
Right click the bg and choose [Settings] - [Desktop Settings] then tinker with the Colour and Image settings
For further info on such, use Alt-F1 to get the xfce help guide and select desktop manager.