Reading from PIC18F2585 Data Memory using C

Please, I'm trying to output data transmitted from my USART TX pin in a file format on my PC using C18 compiler (version 7.60). When using either the hyperterm or docklight, I see streams of data (bits of 0s and 1s on docklight), but I need the data in an image format. The data is from a camera connected to my PIC USART RX and Tx.
In C programming, I can output a text file and locate the file on my PC.
But in C18 compiler, I have no idea how to obtain this data. I've gone through the method in the C18 library, but I still cant see anything.
I guess the data can be stored in the PIC EEPROM or Data Memory (though too small to hold this data) and can be read out (to the PC) as a single file using C.
Please does anyone have an idea how i can go about this?