Win 10 has three settings for how your Windows lock screen displays; Windows Spotlight, Picture, and Slideshow. The Spotlight option provides a parade of images from all over the world. Before you login you often have the option to click on an ‘about’ type link. After login it takes you to a web page explaining where in the world the image was taken and something about it.
Along with the pictures you occasionally get an ad. I am guessing about 1 in 10… But, the images are worth the occasional annoyance. Some of the ad pictures are pretty neat. Whatever, I have Spotlight on.
Windows caches these images in the system. So, you can find and save them for later use. They are well hidden and the names are disguised. If you want to save the images, check out the article: How to Save Windows 10’s Lock Screen Spotlight Images to Your Hard Drive.