How do you have a look at your screenshots which were taken from the game, and not though the xbox ones?
Interesting question, just trying to figure this out myself. Taken some crackers once I realised how to stop hitting the emergency brakes when trying to move the camera!
As far as I know the screenshot feature hasn't been implemented on the consoles so the screenshots you take through the game are not stored anywhere. To take a screenshot on the Xbox press the Home button and then Y like you would in any other game. To get rid of the HUD and everything else to get a "clean" screenshot you can attach a USB keyboard to the Xbox and press F1. Hopefully the internal screenshot feature will be implemented soon though.
Here's a place to look: Documents > MyGames > TS2Prototype > Saved > Screenshots ? WindowsNoEditor -- couldn't they have found a more obscure location? This is valid for the PC version of TSW, at least, and screenshots taken by pressing Ctrl + F12. I don't know what the console equivalent might be for this, but if DTG has made a users' manual available, that might answer your question. Otherwise, send a ticket to Dovetail Games Support. There'a a link to this on the main forums page.