Open BlueStacks, launch ES File Explorer and click the WhatsApp folder:
After that, open the Media folder and then the WhatsApp Images directory. Select the photos you want to transfer and from the More menu select Copy to:
After that, select Windows > BstSharedFolder and click OK. You will be able to find the photos in (C:) > ProgramData > BlueStacks > UserData > SharedFolder directory. Check the official web page for further details.