Go to Start > Search and search for 'internet explorer wallpaper'. Be careful to enter the name exactly as it appears on the selection menu, including things like underscores; it might be simpler to just look for 'wallpaper'.
Alternatively, if the file is still on your PC as a jpeg (which is the file format which digital cameras normally use), a search for *.jpg will find all jpeg files.
Some wallpaper files are stored as bitmaps. If so, a search for *.bmp will find all bitmap images.
Chris