This depends on your phone and carrier. Alltel, Sprint, and Verizon customers will get their mobile ecards in an MMS message in their normal messaging inbox.
For customers not on Alltel, Sprint, or Verizon Wireless, where your mobile ecards get stored depends on what type of phone you have. Generally, mobile ecards are stored in a multimedia or video folder. Some are called, "My Movies", "Flix", or "Videos". Some phones will allow you to choose the folder where you want to save your mobile ecard.