Screen Shots How?
 

I have a key set for the screen shots in game but it does not take any (as far as I know, can't find them anywhere.. are there any other settings that need to be set to get in game screen shots?

they should be in your documents folder if you have everything enabled in steam

Have you checked in your docs folder under 1C Softclub?

If you bought the game through Steam, try right clicking over the game -> "View screenshots"

(EDIT)
In Steam's game library

I have it in my head that the default screenshot key doesn't work, and you have to re-bind it.

Is that this game or another game? Try rebinding. Screenshots are found in C:\Users\YourUsername\Documents\1C SoftClub\il-2 sturmovik cliffs of dover\screenshots

Thanks for the help guys.. I re bound the screen shot to F12 rather than print screen and it works normally now..

The F12 is default button of TrackIR, if you use one, the F12 will disabled in the game (TrackIR the highest priority).