Create a photo from a video frame?

The frame image will be a tiff photo and with a name like Frame-16-04-2020-10-39-57.tiff.

Control (right) - click on the Name header in the Pictures Finder window and select Date Added from the contextual menu:

Then it's easy to see the last file added to that folder by clicking on the Date Added header.

Start playing the video in Photos and pause it. Then click on the gear button next to the

Lolaalice wrote:

Where does it place the photo?

It'll place the frame in the Pictures folder in your home folder; in ~/Pictures — creating that folder if needed.

Pictures folder like the menu item says.