The memory card can not be installed improperly, as it will only fit into the slot one way. A warning will appear in the view finder and on the screen if no card is installed. I did take a photo without my card to see what would happen and my camera saved the image for approximately 15 minutes, when I retrieved it on my computer.
this has never happened to me but i can guess. possibly the pictures went nowhere because there was no connection with the sd card. however the images could have bypassed the memory card and could be in your cameras memory which you can load with a usb cable to your computer. wish i knew more. Luke