You could save any seaborn figure like this.
Suppose If you want to create a violin plot to show the salary distribution gender wise. You could do it like this and will save it using the get_figure method.
ax = sns.violinplot(x="Gender", y="Salary", hue="Degree", data=job_data)
#Returns the :class:~matplotlib.figure.Figure instance the artist belongs to
fig = ax.get_figure()
fig.savefig('gender_salary.png')