Hi thetytanlord
If you make a screenshot or gif inside Nimbatus with the F8 or F9 key, a folder which is called "Nimbatus_Screenshots" should be automatically created in the same folder in which the Nimbatus.app is located. It's not there from the start and only created if you make a screenshot of gif.
If it is not there, search with the OSX Finder for the folder "Nimbatus_Screenshots" . If you can't locate it, please make sure you have the most current version which is "0.2.1 pre-alpha".