You will find those images (and more) here: %userprofile%\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState\Assets
Do not add or delete files from this folder (unknown effects if you do). The files are .jpg images, though the filetype does not reveal that.
To make copies for your own use:
1) Browse to the folder above
2) Copy all files
3) Create a new folder somewhere, and paste all files there.
4) While browsing within your new folder with Windows Explorer, use the the 'File' menu to open a command prompt as an Administrator.
5) Run this command: ren *.* *.jpg