You can have the version number of your Windows shown on your desktop. This is done through the registry, by changing this DWORD value

[HKEY_CURRENT_USER \Control Panel \Desktop]
PaintDesktopVersion=1

Note this will not work when using active desktop.

Note another solution is to use BgInfo that changes the wallpaper so it includes the system information of the computer. Or use Samurize that can manipulate the desktop like it was a HTML page and can display the system information on the desktop.

More Info MS KB315420