Nothing is saved to the camera. All pictures go to the SD card.
Then again, the SD card is not a permanent storage device. It is highly recommended that after a photo shoot or a day of shooting, you copy all pictures from the SD card to the computer. Furthermore, you should also make a (at least 1) separate backup to an external device (CD/DVD, USB, cloud, etc.). After that, format the SD card to prepare it for the next shoot. This way, you always have at least 2 copies and then when you work with the photos, always make a new copy first and work with the new copy. Make sure you always have at least 2 original copies in store.