Should I leave a button active within an empty state?

I have a window that's supposed to display screenshot that user has taken. Then they can choose one screenshot and send it further. So I have two button "Close" and "Choose".

But what do I do when that window is empty with no screenshots yet, but the buttons are still there? Should I leave the "Choose" button active and show a pop-up saying "You can't choose a screenshot, because there are no screenshots yet" or something similarly awkward? Or just leave this button active, but with no action behind it?

Or is there any other choice? Could I perhaps just not show the "Choose" button at all until there are any screenshot available?