The "PrntScn" key for Windows simply creates a screenshot that's stored in the OS's clipboard for you to paste, it does not save to a file. If you want to save as a file, you have to press the "Windows Logo" key and "PrntScn" at the same time. If you have OneDrive and/or Dropbox, you can set them up to automatically save screenshots to a folder when you press "PrntScn".
Hope this helps.
Honest
Social
Helpful1
Vulgar
Troll