Steam:
Right click on the game “DEATH STRANDING” in your Steam library and select “manage->Browse local files” from the context menu. Windows explorer will open showing the game files. There you can find the folder “wallpapers” that contains all the wallpapers.
Epic:
In the Epic Store library you’ll find a tile called “DEATH STRANDING Content”. Just click the “Launch” button and a Windows explorer window will open showing the DLC content (artbook, soundtrack and wallpapers folders).