from os import walk, stat
from shutil import copyfile
import imghdr

source_path = r'C:\Users\[UserName]\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState\Assets'
destination_path = r'C:\Users\[UserName]\Pictures\wallpapers'

for _, _, files in walk(source_path):
    for file in files:
        source = f'{source_path}\{file}'
        dest = f'{destination_path}\{file}.jpg'

        if imghdr.what(source) == 'jpeg':
            file_stat = stat(source)
            if file_stat.st_size > 200_000:
                copyfile(source, dest)