SkyDrive from Microsoft is the place to store your files so you can access them from
virtually any device. Windows Phone has built-in access to SkyDrive right from the
Office and Pictures hubs. It can also automatically upload pictures you take to
SkyDrive for easy access. Now the SkyDrive app for Windows Phone also lets you manage and share files
– all in one place. You can: • Browse your entire SkyDrive including files shared with you • View recently used documents • Upload your pictures • Share a link to any file using email • Create folders. Delete files or folders
you can access it by going to skydrive.live.com and logging on with your live account associated with your Lumia phone.
you can also access your skydrive on your Lumia device, if you don't already have it you can get it for free from the marketplace HERE
Automatically backing up your photos to your Skydrive so you can keep them safe or share them later is not enabled by default on your Lumia phone.
But here's how its done: