Originally Posted by Lacedaemon
In windows, you use "Print Screen" which is Shift+SysRq (look right above your "insert" key on a standard keyboard).
This puts the image on your clip board and you can paste it wherever you want.
Note: once it is in your clipboard you must unload it in a graphic program to save it. Else it will be lost or overwritten by the next capture.
The basic graphic program is Windows own 'Paint'.
Open Paint, select Edit > Paste > Save as *.jpg. There you go.