As thierry said.
The number one thing you'd like to check would be if the game takes the screenshot at all. Just look at the chat as you press the "prnt screen" button on your keyboard. If the chat says "Saved Screenshot" it's done correctly in game, if nothing shows up, make sure you do not have any sort of "Fn" key or 2ndary key function enabled since the prnt screen button might have two functions assigned to it.
If the game does tell you that you saved a screenshot.
Look for the screenshots folder located in:
C:\FeralHeart\screenshots
If you do not have any screenshots folder as mentioned above, you might've accidentally removed it on your own, or installed the game with a broken installer. In that case download a new installer from the site and install, remove the game folder into your recycle bin, and then install the game using the new downloaded game setup.
