They are not in there, at least on my system. They are in various obscure numbered subdirectories of this directory (winsxs).
I am using my Acer Win 7 Home Premium 64-bit SP1.
How to find where screen savers are stored at............
Expand ( click the pointer in front of ) C: >
expand Windows >
scroll down to and click at System32 >
in the search box at top right, type............. scr >
the window will show you your screen savers.
You can right click at one of them > click Test > it will show the screensaver in action for a few seconds.