Save the screenshot as an Image
Do not worry if nothing appeared on the screen, as soon as the PrintScreen key is pushed, you have taken a "photo" of you screen.
So how do you access and save the screenshot? You need to have a program that can process images. Be it as simple as Paint or Word, to Adobe Illustrator you can save your screenshot.
Open Paint(or the program you use to process images) on your computer. Click on "Edit > Paste". Your screenshot will appear. From here you can touch up the image as you please. The final step, and the most important is to Save. We reccommend you save as a .jpeg on your computer (File > Save as..).