Every Screen shot on the Mac OS get saved to the desctop if you take a lot of them it make sense to have a own folder in picture only for the screenshoots. To change the default save location open

TERMINAL 

enter for example as path ~/Pictures/SCREENCAPTURES/

com.apple.screencapture location ~/Pictures/SCREENCAPTURES/

Reset the Service by entering 

killall SystemUIServer

Screenshot mac tastatur Keys : Cmd +Shift + 4

Screenshot mac windows Bootcamp Keys : fn + Shift + F11 (as bmp )