Probably you are looking to wrong folder.
If you are a user of WIndows, type at start menu %appdata%.
When you, if you get the screenshot file, you have to get an account to
www.photobucket.com (it's an example), and to take the second link that it provides to you when you drag the mouse on the picture while you are on view point of each album.
use the 2nd choice from the last line here in forum to use correctly the option and the screenshot.
I hope I helped..