well it kind of depends.. i remember when i played starcraft and pressed print screen, it would prompt me to save it. But anything else i've dealt with that doesn't say anything has just gone to my clipboard. So i dunno.
It depends. In games like DII, pressing Print Scrn saves the screenshot to the game install folder. When you're at your desktop and press it, it goes to your clipboard. You then need to have a program you can import picture files into. Open paint or microsoft photo editor, start a new file and paste.
If you're taking viewing a webcam and you hit print screen, same deal as above. If you're physically taking stills from your webcam, they probably go somewhere setup within the cam software, something similar to where DII sends screenshots taken in game.
So, if you're taking screen captures of someone's cam and didn't paste after each one, you've lost them all if you've coied something else to the clipboard since the last one.
Sorry if that's the case and hope this helps in the future.