Bah, nvm. I took a few and it looks like they go right into the main SH4 directory.
Whereever you installed it, that's where they will be. They'll be in bitmap format.
edit:
Here be some pics using the Playable Yamato Mod.
WARNING HUGE PICS (1920x1080 resolution with 16x AA)
http://www.majhost.com/gallery/Corhe...ato_sh4_01.jpg
http://www.majhost.com/gallery/Corhe...ato_sh4_02.jpg
http://www.majhost.com/gallery/Corhe...ato_sh4_03.jpg
http://www.majhost.com/gallery/Corhe...ato_sh4_04.jpg
http://www.majhost.com/gallery/Corhe...ato_sh4_05.jpg
http://www.majhost.com/gallery/Corhe...ato_sh4_06.jpg
Linking them to prevent forum breakage.