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For screenshots, you can pretty much do whatever you want as long as the screenshot obscures enough of the wallpaper so that someone can't easily make their wallpaper your screenshot.
As for the rest, under fair use, as long as you're not selling it and giving credit to the author and are only using a small portion of the original copyright you can use it.
No, no formal copyright is needed. All created 'art' has inherent copyright. The only thing registering it does is assist in showing proof of ownership in a court of Law, however there are other legitimate ways of providing appropriate evidence of authorship that do not require registration fees, etc....
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