You'll need to open the shot in an image editor to save it.
This will snap your currently active window and copy the screenshot to the clipboard. To take a quick screenshot of the active window, use the keyboard shortcut Alt + PrtScn. Your screen will briefly go dim to indicate you've just taken a screenshot, and the screenshot will be saved to the Pictures > Screenshots folder. To capture your entire screen and automatically save the screenshot, tap the Windows key + Print Screen key. Screenshot by Matt Elliott/CNET Windows key + Print Screen
You can adjust print screen settings in Windows.