All the Windows Spotlight images on your PC are stored in a folder called Assets, deep in your user profile. Another method (this one's easier) is to use a third-party app like Dynamic Theme.

That is how you invoke the new Spotlight panel in Windows 11 build 25197. Note that double-clicking the shortcut launches Bing, which currently feels slightly counter-intuitive. What do you think ...

Aside from Run, one of my favorite PowerToys features is FancyZones, which makes it really easy to manage your open windows and snap them into the appropriate areas of the screen.