Facebook does not tell you when someone screenshots your story. It's like many other social media platforms in this regard. They don't want to over - police user behavior in terms of screenshotting. Screenshotting can be seen as a normal user activity, like saving something interesting for later. If Facebook were to notify about every screenshot, it could lead to a lot of unnecessary notifications and might also create some privacy - related concerns among users who screenshot for innocent reasons like keeping a memory of a friend's story.
Facebook doesn't give any indication when someone screenshots your story. Consider it this way, stories are meant to be shared and viewed, and screenshotting is just another form of viewing in a way. If Facebook were to start notifying about screenshots, it could change the whole dynamic of how people interact with stories. There are no plans currently to implement such a feature either, as far as we know.