You have to configure the application to see exactly where the images are stored after the icon with the camera is clicked. To configure the paths where the images are stored, press the Add (plus) button and then click on Device CFG. After you add it to the main menu, select the camera and press the Device CFG, then you can configure it.
This is the default path:
C:/Program Files (x86)/Smart Professional Surveillance System/SmartPSS/Capture