2013-01-29 22:17 - edited 2013-01-29 22:17
Applications on Windows Phone have typically their own storage. However there are some APIs to copy/place media files in the library.
However it is up to the makers of WattsApp to use these APIs. If they did, take a look in the picture hub, in the section camera roll. That is e.g. where various Lens App's store their pictures and (recorded) video.