How to load image using pygame.image.load()?

I just want to know the syntax. How do I load an image using pygame.image.load() ? Let's take an example, I want to load an image called cat.png - and type this

pygame.image.load('cat.png')

Then, where should the image cat.png be saved?

By default, Python only searches in your current directory for files, however, if you wish to load images from a separate directory, you may find this useful: Importing images from a directory (Python)

For the syntax, I reccomend you refer to the documentation, here: https://www.pygame.org/docs/ref/image.html#pygame.image.load

pygame.image.load()¶
    load new image from a file
    load(filename) -> Surface
    load(fileobj, namehint="") -> Surface

Load an image from a file source. You can pass either a filename or a Python file-like object.