To get the latest Bing.com background follow the steps below.
Step 1: When you visit Bing.com page you should see a box as below.
Step 2: Upon clicking on the Connect now button, you will be redirected to Facebook where you need to log in using your Facebook ID. Once you are logged in, click on Go to app button to allow Bing app to access your Facebook profile.
Step 3: You will be redirected back to Bing.com where you will see a Download button located in bottom right. Click on it and you can save the current background to your computer.
Please note, this option is available for U.S. citizens only, and you can only download the current background image.