Where do Samsung phones store downloaded wallpapers?

On Samsung phones, if you hold down on the home screen, you get an option to change the wallpaper. From this menu, you can download additional wallpapers from Samsung. I found a wallpaper that I liked and also wanted to print out as a custom case for my phone but I don't know where it's stored. I also can't find a way to take a screenshot of it without any UI element present.