I know this is an old question, but this may help others. Open "Macintosh HD", then "Users", then open the icon with the house (probably called your name), then open "pictures". It was there by default for me, so if it's not, you probably at some point set it to go somewhere else. I don't know how to find it in that case.
This is using a MacBook Pro, running OS X El Capitan, version 10.11.6