Can I steal Windows 10 lock screen images to use as screen background?

Yes you can

Because they are stored on your computer. The windows lock screen images are held in a folder:
%userprofile%\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState\Assets
If you open this folder you'll find a number of files with no file extension. Some of them are .jpg files and others not. You'll need to copy the folder contents and rename them to find the files you want.
The easiest way to do this is to copy the entire folder 'assets' and paste it to a new, easy-to-find location. Your desktop for example.

• Either back up one level or open %userprofile%\AppData\Local\Packages\Microsoft.Windows.ContentDeliveryManager_cw5n1h2txyewy\LocalState
• Right click the folder Assets and choose Copy. Then right click on a blank area of your desktop and choose Paste.
• Go into the folder you just created and shift right click a blank area. Select the option 'Open a command window here'.
• In the command window type ren *.* *.jpg this will change all the files to a jpg extension.

You can now look at all the files and see the contents in a preview pane. (If you don't have a preview pane you can find it under the View tab of the file window). Those files which don't show an image - delete. You'll find two types of image. Full screen landscape ones suitable for laptops and portrait images suitable for mobile phones and tablets.