All the Windows Spotlight images on your PC are stored in a folder called Assets, deep in your user profile. Another method (this one's easier) is to use a third-party app like Dynamic Theme.

Windows Spotlight allows users to give feedback on the lock screen and desktop images directly from the lock screen. It also adds an array of beautiful wallpapers that you can apply to your screen.

That is how you invoke the new Spotlight panel in Windows 11 build 25197. Note that double-clicking the shortcut launches Bing, which currently feels slightly counter-intuitive. What do you think ...