Which program are you right-clicking in? Images from your clipboard can normally be copied into Paint (for simplicity) or into almost any other program which recognise image files.
Anyway, why on earth are you using Print Screen to grab a screen shot. That method died alongside Fred Flintstone! I use the Snipping Tool (from Start > Programs > Windows Accessories), having created a shortcut for it on the taskbar at the bottom of my screen (to save me from having to go into the Start menu every time).
The Snipping Tool was introduced in Windows 7 and, although it's meant to be replaced by Snip & Sketch, is actually still available in Windows 10. Using it enables one to select any chosen area of the screen, rather than having to capture the whole screen.