Are you trying to figure out how to open up the photo in PhotoShop? If that's the case you just open up PhotoShop and "Open" the file. Just use the drop down menu to locate the file, which in your case is in the My Documents Folder, click on that folder and your pictures will show up. Then you find the picture you want to open, highlight it and click on Open. That's all there is to it.
I personally wouldn't "Save" any pictures within the Photoshop Program. I would create a folder just for pictures and save them there.