Hi and welcome to SevenForums cygpet,
I see no reason why the screensavers would not be safe to use once you have saved them. What format are the files? How large are they?
If they are less than 32MB in size, I would scan the copies you have already downloaded using this reputable online scanner, as an additional insurance policy: https://www.virustotal.com/
If you need more help, or have additional questions, post back here.