The Windows 10 spotlight images for the lockscreen are not new. You might have already experienced this, if you upgraded to the November Update (version 1511, build 10586). Spotlight images when set, downloads some beautiful images from the internet and shows on your lockscreen.
By default, the download location of the spotlight images is hidden but in case you want to copy those beautiful images and set them as wallpaper, you can do so by following the trick mentioned below.