Screenshots -- see the following from Take a screenshot on your Mac - Apple Support
Where to find screenshots
By default, screenshots save to your desktop with the name ”Screen Shot [date] at [time].png.”
In macOS Mojave or later, you can change the default location of saved screenshots from the Options menu in the Screenshot app. You can also drag the thumbnail to a folder or document.
Clipboard -- When you use the copy command on your Mac (in Finder or in an app), the data is stored in the clipboard and when you paste, the data is retrieved from the clipboard.
Dashboard was eliminated with the release of the current macOS (Catalina 10.15.x). It wasn't anything that I found useful but some did and the following article is by one that did and it explains more about what it was: https://www.wired.com/story/dashboard-macos-catalina-rip/