It depends on which camera you use. Most cameras come with a USB cable allowing connection between said camera and another device such as a computer. For Windows 7 and 8 users, upon plugging the cable in on both ends, you will be prompted to either upload the images onto your computer (after following a short software installation process) in a specified path directory, view the drive the images are located on, or to cancel. Uploading the images will allow you to transfer them to a specified location. Viewing them from their drive will allow you to relocate, rename, ad copy any images in the drive. Upon unplugging the device, all images not relocate whilst the camera was connected to the computer will be stored safely on your camera in the state they were in before your camera and computer were connected via USB.
I assume it works similarly on Mac and Linux, but anyone who knows those systems better can feel free to elaborate. Thanks!