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It is in the Train Sim program. Also if you haven't shut down your PC the last one you took is on your PC's clipboard, so if you only took one, after exiting Train Sim you could open your PAINT program, click EDIT and click PASTE and there it will be.
To get to the ones stored in the Train Sim Program; Double click on these in this order; MY COMPUTER, PROGRAM FILES, MICROSOFT GAMES, TRAIN SIMULATOR, in the Train Simulator program you will see all the parts of the program and some files labled "scrgb". If you have more than one they will be labled that with a number (scrgb1, scrgb2, etc). RIGHT click on them and a option will be Open with Paint, left click that and the image will open in your paint program. In Paint click FILE, then SAVE AS, and there change the SAVE TO so that it reads MY PICTURES if that's where you want them by clicking on the drop down menu. You will also want to change the SAVE AS to JPEG(use the drop down menu there too) if you want to make it easy to share the photo or upload it to a website. It is a whole lot easier than it sounds.

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