I like removing mine with the PC. i cut and paste into the recycle bin. so it doesnt eat up the space on my phone. I know it seems crazy but after alot deleting it does add up. Screen shots are in the picture/sceen shot folder
If you are using an Android, install an app called ES File Explorer. Go onto the app. Go into Home, Pictures, Screenshots, hold down on the screenshot you want to delete, and move it into the recycling bin. Hope I helped