To take screenshots: in the console type /bind x screenshotJPEG (x being the key of your choice). When a screenshot is needed hit the key you specified as x. To retrieve screenshots: this depends on which server you took the screenshots on. If the server has shrubmod, then the screenshots are located at C:\Program Files\Return to Castle Wolfenstein\shrubmod\screenshots\. Happy Penguin has shrubmod so you will find your screenshots in this folder.
Now if the server does not have any mods, then your screenshots are located at C:\Program Files\Return to Castle Wolfenstein\Main\screenshots\.