Those images one see on the login page of Windows are (at least temporarily) stored in the local machine. The containing folder can be found under: C:\Users\USERNAME\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState\Assets where USERNAME is the logged-in user. The folder may be hidden, so one should have the show hidden folders option active to see it.
The images are in .jpg format. The filenames, however, are stored without extension and are not recognizable as images in the Explorer. The trick is to copy them into a different folder and add a .jpg extension to them. Et voilà, spotlight images.