Steam has an option to take a screenshot of your current game at any time (F12). For Steamworks games, all screenshots are displayed as thumbnails on the library page when I select the game in my library, but when I take screenshots of a non-Steam game, they don't appear on my profile page. The profile page also says I have 0 screenshots for that game.
How do I find them? And how do I make them show up on my online profile page?