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So I randomly pressed F12 (as you do out of habit) and the GOG overlay shows I have created a screenshot, ok radical stuff Bro. But....where is the image file?
This question / problem has been solved by matterbanditimage
I can only speak from a W7 perspective, but maybe it's the same file path for W10?

"C:\Users\User\Documents\GOG Galaxy\Screenshots"

I created a shortcut on my desktop so that I can access my screenshots more easily.
Feeling like a newbie on that one. So many apps put "pictures" under documents, it should not a surprise when things are not where you expect. Thank mon.