You select where you want to save the screenshots to on the Item Management tab-- check "Save Buy Confirmation Pages to:" and click the Browse button to choose where you want the screenshots
I did not, in fact, set a place, so for anyone who was wondering, apparently, it defaults to C:\Program Files\Neocodex\Manager\Buyables and C:\Program Files\Neocodex\Manager\Unbuyables respectively. The confirmation pages are saved in full HTML format, which originally threw me off.