Hi Nithin,
I am Dave, I will help you with this.
1
If you press the Windows Key + the Screenshot key on your keyboard, the screenshot should be automatically saved to the Screenshots folder inside the Pictures folder in your user folder.
If that not happening or do you want to change the folder where the screenshots are saved to?
2
Click your Start Button, type regedit and hit Enter to open the Registry Editor.
Click View and make sure 'Address Bar' is turned on.
Paste this into the Address Bar at the top and hit Enter.
HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
Please provide a screenshot of that Registry Editor page.