When you install WhatsApp application on your Android handset the application itself creates a folder in the file manager of its name.
All the data which is in reference to WhatsApp application gets saved down there. Inside the WhatsApp file manager folder, there are sub-folder categorized in a different section such as Images, Video, etc.
So you can easily have a look at images which are transferred to you from WhatsApp or you can scroll up your gallery to see you WhatsApp images.