Windows Phone 8 has an album for Screenshots
Since Windows Phone 8 has the ability to take screenshots by pressing the power button and the home button together (sounds familiar?) the photos have to go somewhere. On iOS, these go to Camera Roll, mixed with photos taken using the device’s camera, causing a lot of grief to those who prefer to have their screenshots collected separately. On Windows Phone 8, Microsoft has made it so that screenshots go to their own album and these don’t get uploaded or synchronized to SkyDrive, at least not automatically. You have to manually send photos to SkyDrive from the Screenshots album.
The Saved Photos album is for photos or images generated by apps. Unless it’s a photo edited directly from Camera Roll using the built in editing tools, edited photos end up in this album. These don’t get synchronized to SkyDrive unless you make it so. If you do, the Saved Photos folder gets stored under Pictures on SkyDrive.
Images manually saved to SkyDrive from these albums go to a folder called Mobile Uploads, which you can also access from the Photos app on Windows Phone 8.
Yes it can get a little confusing but basically all photos except those in the Screenshots album get synchronized to SkyDrive if you activate the option.