Assuming that you added the resource to your project on the Resources page of the project properties, you access it via a property of My.Resources. What that property returns depends on the original type of the resource. If it was text then you'll get a String, if it was an image you'll get an Image and for most others you'll get a Byte array. You would then save that value to a file using the most appropriate method for the data type, e.g. File.WriteAllText, Image.Save, File.WriteAllBytes, etc.
'Save new wallpaper image to c:\ drive
My.Resources.Skull.Save("c:\Skull.jpg", _
System.Drawing.Imaging.ImageFormat.Jpeg)