The Pictures folder is pinned on the top of the This PC folder. This can be done by visiting This PC folder in File Explorer. To set the screenshots location to some other path than the default, you need to open the Pictures folder. It is possible to change this location so screenshots automatically get saved at the new location.
If you press Win + PrintScreen keys simultaneously, your screen will be dimmed for a fraction of a second and an image of the captured screen will be placed in the folder at This PC -> Pictures -> Screenshots. In Windows 8, Microsoft added a useful option - the ability to take a screenshot and save it automatically to a file with hotkeys. RECOMMENDED: Click here to fix Windows issues and optimize system performance