Through a lot of googling and experimenting, hahaha! Basically, it's a screenshot of the "desktop" application. I save the screenshot in a texture, and I re-use it on an object.
That's really, really innovative, awesome! I was actually wondering the most about the thing that happens with the player's real desktop background (how it changes to "you were warned") after you do the "death" ending, and try to re-enter the game. That was one of the best scares I have ever had from a horror game!
Oh that! Well that also required a lot of Googling and experimentation, haha. I just force save one of my textures into a file, and I force that file to render as the background. :)
Windows strangely allows a lot of stuff to be done! I could have done much more, but thought that was more than enough invasion of privacy already. :')