After upgrading to OS X 10.10 Yosemite, the Screen Sharing icon in the dock is empty and replaced with a question mark. Screen Sharing is a free VNC client bundled with OS X. It is optimized for and works great with Macs. Your mileage may vary with other operating systems.
Anyway, with Mavericks, the Screen Sharing app used to be located in:
With Yosemite, it is located in: