Your local gallery of sketches are stored in the SketchClub app on your device. Never delete the app since then iOS will also delete your sketches. When you get a new device you'll want to bring all your sketches over to the new device. As you run your new device the first time it asks you if you want to set it up as a new device or restore from a backup of your old device. Choose to restore from your old device's backup and then all your SketchClub sketches, brushes, and other content come over easily in one step.
If you've set up a device as new or accidentally deleted the app you can manually restore from your last backup to recover your sketches. Apple has step by step instructions: Restore or set up your device from an iCloud backup
To manually move sketches between devices check out: Transferring Sketches