Here's how to find Windows 10's Spotlight lock screen images:
1. Click View in File Explorer.
2. Click Options. A Folder Options window will appear.
3. Click the View tab.
4. Select "Show hidden files, folders and drives" and click Apply.
5. Go to This PC > Local Disk (C:) > Users > [YOUR USERNAME] > AppData > Local > Packages > Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy > LocalState > Assets
You'll be presented with a plethora of file names that make absolutely no sense and show no extensions. There's no great method of telling which ones are beautiful photos and which are icons, but you're better off clicking on items with larger file sizes.
6. Copy the most recent large files to another folded (ex: pictures).
7. Rename the files and add the files suffix .jpg to the end of their names.
You should now be able to view the pictures in any image viewer or editor you want.
One more thing: keep in mind that Microsoft adds and removes these at its whim. If you see one you like, pounce on it and make a copy before it goes away, possibly forever.