Where to find screenshots
Solution 1:
The key for taking screenshots is F12 when you play through Steam.
If you are, the pictures are in your Steam folder. The default location would be
C:\Program Files (x86)\Steam\userdata\xxx\760\remote\446800\screenshots
where 'xxx' is your user's unique numerical ID, and '446800' is the unique ID of Transport Fever.
Alternatively, you can find them through Steam, by navigating to 'Content', under your profile name: