By default, your images are saved to your camera roll. This occurs whenever you take an image using your device's camera.
1. From the home screen go to Menu > Settings.
2. Tap Images under the General heading.
3. Tap on the switch next to the Save images to camera roll under the Image heading to choose whether or not to save images taken to your device's camera roll. If the switch is blue they will be saved. If the switch is grey they will not be.