Why could not find Screenshots folder in an Android Virtual Device (AVD)?

[James_Watson]

As we know, in general. when we take a screenshot on our phones, a screenshot file will be saved in the folder, internal storage/Pictures/Screenshots.

But when I did this on an AVD( i.e. an Android Emulator on my Windows ) today, it saved screenshots file in my Windows desktop instead of the AVD folder.

I wonder why screenshot files would not be saved in the internal storage of my AVD.

How to make the screenshot folder take effect in an AVD?

Any ideas? Thank you in advance.