I guess the title says it all.
I would like to save the pictures to my external drive to use it on my other OS.
It doesn't appear to cache any images. It saves the current background at
I gathered this info using
Gather the backgrounds you want and copy that picture for each one.
I don't use this tool so I can't really say, but if I should make a guess I'd say have a look at /usr/share/backgrounds/.