you do need to unhide it via the folders options to view hidden and system files.
Try this .
Open Windows Explorer > Organize > Folder and Search Options > View tab
and choose the option of Unhide the Windows 7 System and Protected Operating System files.
Now you should be able to browse to C:\Windows\Globalization\MCT: MCT-AU, MCT-CA, MCT-GB, MCT-US, and MCT-ZA.
Each sub-folder has wallpapers for a specific country: AU for Australia, CA for Canada, GB for Great Britain, US for the United States, and ZA for South Africa.
For any of the countries whose wallpaper and themes you want to use, go into its Theme folder, for example, C:\Windows\Globalization\MCT\MCT-ZA\Theme. Double-click the theme you see there (for example ZA)