Dear friend,
You are files are saved in the home directory.
To access the files, try the following steps
1. Open your home directory
2. Press crtl + h [this is to see the hidden files in the home directory]
3. you will see one folder .tuxpaint
4. Click on .tuxpaint
5. Inside the .tuxpaint folder you will see one folder saved
6. The files you are saving are saved in this folder
Thanks & regards
Thomas Abraham