Hi,
It saves the image to the same path as the executable. If you export the .exe it saves it to the same directory.
If you are just previewing it saves it to the preview directory (you have to enable viewing hidden files and folders as appdata is hidden by default)...something like:
Users\scidave\appdata\local or roaming\scirra\...
I do plan to add function to set save path..just too busy.