Depends on what you are using to take the screen shots with. If you are using the native built in screen capture, it will be in a folder in your gallery app.
If you are using Google Photos for picture review, make sure you have the screen shot folder automatically syncing. (Same goes for other third-party gallery apps)
If you are using a third-party app for screen shots it should be found in the gallery app but will be in a folder that's more than likely labeled the same as the app being used.