Assuming you are using a SRX Branch device use the following options for backup:
user@host> request system snapshot media
Following options are supported:
internal— Copies the snapshot to internal media.
usb— Copies the snapshot to the USB storage device. This is the default option for SRX300, SRX320, SRX340, SRX345, and SRX550M devices.
external— Copies the snapshot to an external storage device. This option is available for the compact flash on the SRX650 Services Gateway only.
Now coming to the .tgz image file. That file can be deleted. If you do not find it within /var/tmp/ it could be because you did not specify the path while copying. So please check under your user's home directory for the file.
Anand