Amphy23 said:For 3DS downloadable content and Virtual console, it saves to your 3DS's SD Card. You can see this when you turn on your system and it takes a few seconds for certain icons to appear because the 3DS is reading the SD Card.
For DSiWare, it saves directly to your system.
If you want to see where something is saved to, then you can check the System Settings, then Data Management.
I think by "linked" pokemaister meant... well, linked, not where they're saved to.