Refer to configuration docs

Your question is not really clear. You should declare what you want to achieve.
But basically on each CI run you will run the test and it will create (respectively it will create diff images or generate a new one if there is no image) or override (update the existing image) files if visual regression is detected. However, the regenerated or diff images will be stored inside the CI container which - after the CI process finishes - will be destroyed.

So, let's say you want to persist the images generated in the CI. You could commit and push changes from the container to your Pull Request you made and see the outcome.