[pkscout]

There are two possibilities. One is the directory you set for local images in your settings. The other is the cache directory. The cache directory can be found in your XBMC userdata folder addon_data/script.artistslideshow/ArtistSlideshow. The directories are named using a hash of the artist name, so you may have to do some exploring if you're looking for particular images.

P.S. Your userdata folder is located somewhere different depending on the platform. Check out http://wiki.xbmc.org/index.php?title=Userdata for more information.