Newly added images not showing in "Desktop Pictures"
Rather than /Library/Desktop Pictures/ try ~/Library/Desktop Pictures/
That's where mine seem to be stored.

Mac has 2 [or more] libraries, one for the whole system &amp; one for each user.
The tilde ~ is a shortcut for boot_drive/users/my_name/ - your Home folder.
[Think of it like using %appdata% etc. from the Start menu in Windows]

The /Library folder is hidden by default, but easily accessible.  

Quickest way to get to it from the Finder is 


 Cmd ⌘    N  for new window
 Cmd ⌘    Shift   G  for Go...
Copy/paste ~/Library or ~/Library/Desktop Pictures/ in this particular case.


If you find that you need to access it more frequently, there are methods to show it permanently, but I'll leave that for another question.

Edit
From discussion, this folder may not exist by default... so here's how to make then add to Desktop &amp; Screen Saver.


Open ~/Library then 
 Cmd ⌘    Shift   N  for New Folder. Name it Desktop Pictures. Drop your intended backgrounds in there.
Open System Prefs > Desktop &amp; Screen Saver
Drag the new Desktop pictures folder to 'Folders' in the list on the left of Desktop &amp; Screen Saver
It should be immediately usable as a source.