Thanks for contacting us.
On most browsers you select the destination folder where the picture is saved. The only exception to this is currently on Safari on Mac OS X El Capitan (which I believe that you’re using) the photos save to the default Downloads folder on your Mac.
In the future we may be able to allow you to select the folder in this case as well: we are waiting for a fix on an Adobe Flash bug before we can introduce this functionality.
In the meantime, you can locate your saved images in the Downloads folder, or if you’d rather select a destination folder for each image, you can use a different web browser, such as Chrome (recommended) or Firefox.
Let us know if you have any other questions.