Alas, it seems it does not have internal memory for pictures. It holds its own settings only. Pictures taken without a card are not stored anywhere. You can take a picture and even check out the histogram, but it's not saved.
There should be a menu option that disables the shutter when no memory card is installed, which is a useful safeguard if you occasionally forget to put it back in (which I do constantly).
Look for it. In one of the recording menus you should find an entry for "release shutter without card".
By the way, I do not know whether it's the same between Canon and Nikon, but pictures taken in "demo mode" cannot be retrieved in any way on a Nikon. Oddly enough they stay in the camera's buffer memory even if you turn it off and on again, but they are immediately erased if you insert a card or attach the camera to a computer. Demo mode is not useful for anything except for demonstrating the camera in a store without inserting a memory card that can be lost or stolen.
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There should be a menu option that disables the shutter when no memory card is installed, which is a useful safeguard if you occasionally forget to put it back in (which I do constantly).
Look for it. In one of the recording menus you should find an entry for "release shutter without card".