They're stored at;
Macintosh HD > Library > Desktop Pictures
Navigate to that folder. If it's empty (or missing), leave it open on the desktop, and go to the TM symbol on the right of the menu bar. Click to open the drop-down, choose "enter Time Machine".
If the folder there is empty (or missing), step back through the timeline to see if they were present earlier (must be if you had a background!).
When (if) you find them, either select all (⌘A) the contents or just select the folder and click the restore tab at the right of the 'Dock' at the bottom.
Read Pondidi's article before proceeding to be sure you have it right.