You should be able to use the PrintScreen button, with these caveats:
1. Except in DOS, it doesn't actually print what you see on the screen; it
copies it to the Clipboard, whence you can paste into any Windows
application. PrintScreen copies the entire screen; Alt+PrintScreen copies
the active window or dialog.
2. If you're on a laptop, the button may have been diverted to another
purpose by use of a Fn or similar button.
When you move beyond simple screen captures, you may want to look at SnagIt
from TechSmith (
www.techsmith.com), which can capture a wide variety of
selected portions of the screen, as well as things you can't even see all at
once (such as scrolling list boxes and Web pages), and save to a huge
variety of file formats. You can also capture entire document pages as
graphics by "printing" to the SnagIt printer emulator.