You can save every picture from a document as a separate file. To do so, you may simply export your document to HTML format. The pictures would be written as "export-name-1.jpg", "export-name-2.jpg", ... "export-name-n.jpg", where export-name is your HTML export file name, 1, 2, ... n is the picture number.

Resulting HTML file "export-name.html" can be simply removed.

To speed up the processing

If you would like to skip recognition (simply extract the pictures), then please note, that

Document.Process() is analog of 

document.Preprocess()
document.Analyze();
document.Recognize();
document.Synthesize();

As you don't need recognition results, you may simply replace your FRDocument.Process() method call in your code by the following methods:

document.Preprocess();
document.Analyze();
document.Synthesize();

This will save time for recognition, which is one of the most time-consuming steps. But please note that the document analysis stage cannot be omitted, because, in this step, Engine determines, where your pictures are located in the document.

To adjust picture format/filesize:

Please use HTMLExportParams.PictureExportParams Object.