I have an album on my iPad photos labeled sketches. I also have a Pinterest board with lots of sketches. I don't really like to save them because I hardly ever use the same sketch twice.
I keep them on my computer like I would upload photos. Right click and add to a particular folder. I have a current folder of sketch challenges. Then I have other sketch folders I've saved from Facebook Groups like Christy's 30 day of sketches and Scrapping Reflections. I also have thin binders of the last 2 plus PageMaps where I can download the PDF Files.