This is a failure of Windows's screenshot tool though, in my opinion. I find this incredibly clunky. On Plasma/KDE, pressing "print screen" takes a screenshot of the complete screen, and a dialog opens and offers you to copy the screenshot into the clipboard, to save it in a file or to open / edit it with the tool of your choice. You can also take another screenshot of the entire screen, or a window, or an area that you can draw with the mouse, with a delay or not.
On other environments, the screenshot is automatically saved in a file without interaction. I'm not a huge fan but this is what you end up doing most of the time on Windows anyway, but by manually pasting in Paint and saving.
Too bad it's not bound to the Print Screen key but I guess it would break many people's workflow.
Windows also ships with a tool called Snipping tool[0], but that now says that it will be replaced by Snip & Sketch [1].
If you want to quickly take a cropped screenshot you can use Win+Shift+S. It only saves to the clipboard, but a lot of places, like imgur and Github, supports pasting images so I often find it more convenient than to have a bunch of old files cluttering the system.
[0] https://support.microsoft.com/en-us/windows/use-snipping-too...
[1] https://www.microsoft.com/en-us/p/snip-sketch/9mz95kl8mr0l?a...