The game Path of Exile, you can capture a screenshot by pressing the F8 key. Be aware it is important to note that the PRINT SCRN key does not the method to take a screenshot within PoE however the key F8 key is only the one that will capture an image and save it to the game (there are some confusions about that PRINT SCRN is the most commonly used key used to take screenshots for other game).Once taking a screenshot you can find it in the following folder:

%HomePath%\Documents\My Games\Path of Exile\Screenshots

You can open up this path by going to your Documents, then through the folders: My Games > Path of Exile > Screenshots.

If that folder is empty, firstly make sure you are using the F8 key to take a screenshot. If you are definitely using F8 to take a screenshot, check the path at which you installed PoE for a screenshots folder (default is C:\Program Files (x86)\Grinding Gear Games\Path of Exile) as older versions of the game would save screenshots here.