If your inside of WB's Interface  at the bottom click on Wallpapers then on the right  side above the last Wallpaper you see click on Settings

WB's stores it's WP's in  (WindowBlinds Wallpaper Directory)

C:\Users\Public\Documents\Stardock\WindowBlinds\Wallpapers

Microsoft keeps theirs

C:\Windows\Web\Wallpaper

You can add your own Folder to

If you only want to see the WindowBlind wallpapers, open WB config and go to the wallpapers tab. Click on Settings then uncheck everything except WindowBlinds Wallpaper Directory.