When you add an image for a player, the image is copied into the player database. If you need to see where that is, press Ctrl+Alt+Shift+V from anywhere.
To backup all settings and data, go to the Database tab and press the Backup button. Select everything you want to include. This will backup your data to a ZIP file.
On another PC, you can install the TD, go to the Database tab, press the Restore button, select your ZIP file, and all your data and settings will now be transferred.