The location depends on what mode is the Android currently running in. When you use `adb` while running recovery, the location is `/data/media/TWRP/BACKUPS`. When you have the system running, the location is `/sdcard/TWRP/BACKUPS`.

If you do not want to install Droid Explorer as advised by Hariharan G, you can use `adb` from command line to copy the files:

While running recovery:

    adb pull /data/media/TWRP/BACKUPS BACKUPS

While running normally:

    adb pull /sdcard/TWRP/BACKUPS BACKUPS

(Those are paths I see for backups with TWRP 2.7.1.0 on rooted Motorola Xoom 4.1 - TWRP prints the path valid while running in recovery when performing backup, you can check it in the log)