see the captures property :
http://www.dosbox.com/wiki/Dosbox.conf
You need to add it to dosbox_swarrior_single.conf file.
Keys for screenshots:
http://www.dosbox.com/wiki/Special_Keys

This is where it is located for me: G:\Steam\steamapps\common\Shadow Warrior Complete\capture

I haven't had the chance to check this out, I've been a bit busy. I should get the chance to check into this later today. Nonetheless, when I do get the chance I'll post my results with it and/or any other questions I may have.

You may as well rebind ctrl key because by default is for fire.

This example:
http://i.imgur.com/twPPq.png
Yes, it's funny how this game can't loop scripts, so if you trigger something it might not work after loading the game. This happened in Wanton Destruction on Bullet Train map. When Sailor Moon is triggered there's slight chance that she give little rabbit to you instead of useful item, but also won't spawn any items even when not questioned earlier but quick-loaded game. ;-)

I apologise for the long delay in getting a look at this. Unfortunately, not a single thing is of use to me in that wiki because I have no real idea of how to modify things within DOSBox and there is nothing there to help someone unfamiliar with its inner-workings. The wiki does not give an example code so people can see how to go about writing that section and it does not specify where in the aforementioned file that line should be place, just in case such a thing matters.

If you can, please respond to this addressing those concerns. Chances are I'm not the only person who is stonewalled by this issue and is unwilling to chance playing around with files without having a fair idea what they should be doing.

CTRL+F5 will take screenshot in capture folder if you using DOSBox 0.74 in size of resolution chosen for game. Rebind your CTRL key if you don't want shoot your weapon any time you take screenshots.

I tried to rebind Print Screen to Ctrl+F5, however the moment I pressed Ctrl it simply took that as the input and would not let me change the binding to Ctrl+F5. What could I do to make this work?

Pressing F12 in-game saves the screen as a .PCX file, so if you're doing it that way, you'll need a program that can open and read such files and allow you to export them into other image file formats.

I use an old school image viewer named Acdsee32 to view the PCX files and convert them to whatever, usually jpeg.