Your tree should be located in MyDocuments/MyHeritage/name of the tree
but if you still cannot find it of course you can donwload it from the site.
Simply go to MyHeritage.com, log in, then Family Tree>Manage Trees where you will find a list of your trees with the option to download on the right hand side.
Once you have your tree on your computer you can import it in Family Tree Builder by going to File>Import Gedcom.
But unfortunately we still do not have the option of attachng the pictures with the tree, you will need to attach them again.
Hope this helps.