How to save Windows 10 Lockscreen wallpaper image in laptop?

Windows 10 lockscreen feature is called spotlight and you see new beautiful pictures on your window 10 when ever it is locked.
These pics are present in Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy folder and are not having correct extensions as these are raw images and probably microsoft doesnt want them to be indexed in your gallery.
So, the process is simple, open Command Prompt
For opening command prompt, press windows button and then type cmd and click/enter on first result

OR Press Windows + R and then type cmd followed by Enter key.
After you see command prompt’s black screen,, copy and paste the following code in it and that is it.
You can find the lock screen pictures inside you “My Pictures” > “Lockscreenwallpapers” Folder.

mkdir "%userprofile%\Pictures\Lockscreenwallpapers"
copy "%userprofile%\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState\Assets\*" "%userprofile%\Pictures\Lockscreenwallpapers\"
C:
cd "%userprofile%\Pictures\Lockscreenwallpapers\"
ren *.* *.jpg
exit