Steam has built in screenshotting functionality. When closing the game, Steam will prompt you to upload the screenshots you have taken, saving them to your Steam profile.
When in game, press the F12 key on your keyboard.
Your screenshot can be found in the following folders, based on your operating system.
C:\Program Files (x86)\Steam\userdata\<profile-id>\760\remote\<game-id>\screenshots
Note: When Steam shows the screenshot uploader prompt, click the Show on Disk button.
Extra: Change Screenshot Folder
In Steam settings, go to the In-Game tab.
Check the Save an uncompressed copy checkbox, and optionally change which folder it saves to.
All future screenshots will create a full quality
.png) copy in the specified folder. A compressed
version of the screenshot will still be saved in the original
folder (shown in Step 2).