To find Windows 10 Wallpaper and Lock Screen Images:
  • Using File Explorer from your Start button, navigate to: C:\Windows\Web\
         
  • Under the Web directory are 3 folders. The name of the first folder is 4K. The 4K > Wallpaper > Windows sub-folder contains various resolutions of the default Windows 10 wallpaper image.
Note: Please note that you are not able to modify the files in this folder without first taking ownership of them from TrustedInstaller, and then changing the permissions. The name of the second folder is Screen. The Screen folder houses all the gorgeous default lock screen image files. Last, but not least, is the third folder aptly called Wallpaper. The Wallpaper folder contains all the available wallpapers. The installed Themes are in sub-folders organized in alphabetical order, such as Architecture, Flowers, Landscapes, Nature, Windows 10, etc..

  

Source: https://techhelpkb.com/how-to-find-windows-10-wallpaper-and-lock-screen-images/