If you have a little collection like mine ( less than 1000 wallpapers ) maybe you could organize the way I do.
I have an unique wallpaper folder ( but dividing SFW and NSFW might be a good idea ). Then I have sub-files about specific topics and some non classified wallpapers. Inside these folders I sometime have more specific folders ( see bottom image ).
Now If you read filenames you might find that some rename the wallpapers they save and some don't. I do so most of the times I will retrieve quickly the image I'm looking for.
But as I said it's only viable If you have a little collection ( mine is about 750 images and 500 mb and if you have enough time to save and rename by yourself the few pictures you pick.
I f you're this king of guy:
>>5653532, the don't follow my advice.