In Win 7= (of course you need to have saved a SS by pressing the F12 key in game, previously)
single left click to open Steam from taskbar, screenshots, choose which game, at bottom: Show on Disk. This will show the folder open, with the SS in there, and at the top of the window, a string like:
C:\Program Files\Steam\userdata\55581779\760\remote\42680\screenshots Then you can click on the number group (at the top of the window, between the > arrows; here, it is "42680") just preceding the file "Screenshots" and you will see a folder open named Screenshots. If you right-click on that, you can choose: Send to, and choose: Desktop(create shortcut). Thus you will have a shortcut to that SS folder on the desktop. No more searching the long way! Hope this simplifies things. Cheers!