To save an individual photo, tap the option button in the corner when viewing it. To save an entire circle album to your phone, use the Save all to Photo Library option from the Circle Info screen within the Circle album. 

 

If you have an iPhone, your photos are most likely synced to your Apple iCloud account. If your computer is a Mac, these should automatically show up in the Apple Photos app. If you own a PC, you can visit iCloud.com in your web browser to view your Apple Photos library.

 

If you have an Android phone, your photos are most likely synced to your Google Photos library. You can access this on your computer by visiting photos.google.com in your web browser.