The "where" depends entirely on "how" you took the screenshot:
In the quantum architecture of the Windows operating system, the screenshot does not "go" anywhere in the traditional sense. It does not rest. It is suspended in a state of digital purgatory, awaiting the ritual of the "Paste."
If you were to turn off your computer at this moment, the screenshot would vanish, evaporating into the ether as if it had never existed. It is a memory held only by the machine’s fleeting consciousness.