Screenshots on Mac are saved to Desktop. Change with Command + Shift + 5. Then click Options...

The default save location of screenshots is desktop directory.
You can change that if you use special screen shot key command: Command + Shift + 5
Then click on the "Options" button at the bottom.
Once you do this.. a popup shortcut menu list appears where you can choose other drive locations instead of desktop

[@trainingfaustozampa8645]

thanks

[@OfficialTechMinute]

Thanks for this video, I wasn't searching for it, but conveniently I was having this issue, but was too lazy to search it lol, don't judge me, but now I fixed it, thanks to you, you're awesome, thanks.