Ok for the first "How to save jpegs in the source image folder"
create a new project ..File>project>new it will pop up a screen called New Project, rename it to what ever you are working on ie..Head tutorial. At the bottom of that screen you will see 3 buttons "Accept, Use defaults, and cancel" click on the use defaults button that will create all the folders you need under that project name..source images is one of those folders..then click Accept. I haven't done the tutorial you are talking about but if it comes with images then all you do is open the project name from the ( the default is C:\Documents and Settings\"username"\My Documents\maya\projects) and you should see the project you just named ie..Head tutorial. open that and the source images folder should be there. Just copy paste the images in that folder.