There's a little memory card inside the camera [probably about the size of a stamp]; that's where your pictures are stored. I believe that many places that develop traditional film will also make prints of your photos if you bring them that card. But remember, you can reuse the card as many times as you want by deleting your old photos and taking new ones ... so make sure to get it back.
I'm not sure if Wal-Mart does the above, but it would make a lot of sense if they do. As a bonus, you can also buy a gun while you wait for your pics!