import java.awt.Dimension;
import java.awt.Rectangle;
import java.awt.Robot;
import java.awt.Toolkit;
import java.awt.image.BufferedImage;
import javax.imageio.ImageIO;
import java.io.File;

...

public void captureScreen(String fileName) throws Exception {

   Dimension screenSize = Toolkit.getDefaultToolkit().getScreenSize();
   Rectangle screenRectangle = new Rectangle(screenSize);
   Robot robot = new Robot();
   BufferedImage image = robot.createScreenCapture(screenRectangle);
   ImageIO.write(image, "png", new File(fileName));

}
...  

Going over this code I found on the internet. I got everything except the part where file is created.
In what format file name should be? Should it be C:/myFolder/myImage.png" or just myImage.png and where will it be saved?
Here is what docs say:
File

public File(String pathname)
Creates a new File instance by converting the given pathname string into an abstract pathname. If the given string is the empty string, then the result is the empty abstract pathname.
Parameters:
pathname - A pathname string
Throws:
NullPointerException - If the pathname argument is null