The print screen button basically puts the image of your screen on a clipboard. Not sure of the exact details though. I use a program called GIMP, the gnu image manipulation program, set the pixel width and height to that of the the game, and paste using Ctrl+V.

IDK if the computer has a folder for printscreen though. In Glory Of The Roman Empire there was a folder provided by the game, but that was also using its "take snapshot" function and not the built-in function of the computer.