Each user in Mac OS X can customize the location that their screenshots (aka screencaptures) will go. To do so you would edit the com.apple.screencapture property list, customizing the location key. You can easily edit this file using the defaults command. For example, if we wanted to set the location to go to a folder called screenshots in the home directory of a user we could use the following command:
defaults write com.apple.screencapture location ~/screenshots
You can also change the default type of screenshot which I cover here https://krypted.com//mac-os-x/mac-os-x-changing-the-default-screen-shot-format.