You mean in the "Right-Click->Properties->Desktop" list?
If so, they are located in your "My Pictures" folder. If you remove images from your My Pictures folder, you will notice that they aren't listed in the dialog-box that I mentioned above
Huawei P10 review
1995-2015: How technology has changed the world in 20 years
How Nearly Normal created super-fun papercraft for Google
47 iPhone camera tips to help you take better photos
Synology invites you to visit them at Insomnia on 26th – 29th August. Book your tickets now and visit Synology.