Hi @Javi1988
I think, It won't be saved to your computer till you add it to the printout composition and press the e button (to print it to your browser)
Then you will find your screen capture in that folder:
C:\Users\User_Name\AppData\Roaming\Autodesk\Autodesk Robot Structural Analysis Professional 2019\Tmp
Note: If you exported it to Microsoft Word it won't be saved in that directory, you can save it manually by pressing right click on the picture > Save as picture.
The easiest way is choosing: Copy to clipboard and then paste it in Paint.