Windows 10 introduced Spotlight, that sets some truly remarkable pictures as your lock screen. So if you want to save these pictures in your device as normal pictures, here is the easiest way to do.
1. Go to the following directory in your computer.
2. Copy the files in the location to a separate location. Open the command prompt at this new location by going to File-> Open Command Prompt.
3. Execute the below command, to change the extension of all the files to that of a JPEG image.
ren * *.jpg
voila, you will find there are some unnecessary files, normally these are of size less than 50kb, you can just ignore these files. Find the images of your liking. enjoy 🙂