There are a few ways to keep track of the caches you have found. The one I prefer is to use a "Caches Found" route.

Go to Mode/Routes and create a route called "Caches Found" (or some other name that tells you that it holds the caches you have found).

Whenever you find a cache, place it on your "Caches Found" route by tapping "Details" in the Targets Mode and selecting the "Caches Found" route on the Target Details screen.

To get a list of all the caches you have found:

1) Go to the Routes Mode, un-select all the routes except your "Caches Found" route.
2) Go to the Targets Mode and tap the "On Route" button at the bottom of the screen.