Anypaste
The brush is painting black.
Make sure the brush color is pure white. Otherwise, the texture will have a different tint or appear completely black.
Are all images saved somewhere?
No. This is to avoid spending time creating files and writing them to disk. However, you can still save an image manually. This option may be added in future updates.
Where can this be useful?
Pretty much anywhere: concept, production; props, characters, environments, and so on.