Stealth Files

Hi.
I would love some help from you Mac power-users.

I went into System Preferences / Desktop and Screen Savers in order to change the desktop picture. While viewing the available pictures, I saw dozens of {what I thought were} pictures that had previously been deleted from the computer. Those pictures were located in a folder call "Folder".
So I searched for that folder.... no luck.
So then I searched for some of the specific names of the pictures.... again no luck.
I even searched ".jpg" and scrolled though countless pictures..... still no luck.

I then decided to select one of those pictures for the desktop image. After doing so, it showed up on the desktop (so it must reside somewhere on this computer).
I then decided to click on the image in order to get it's properties (Get Info). Apparently that doesn't work on a Mac the same as it works on Windows, since the path was rather generic: /Users/myName.

Well.... the image is on the screen - even though I am sure that I had deleted it from the computer long ago - and yet I can't find that image anywhere on the computer.

Any ideas as to what's going on???.... or where it is hiding???

Thanks!