Capturing a screen shot in windows is easy!
Simply push the "Print Screen/SysRq" key on the keyboard. Thats the one to the right of the F12 key, and above the Insert key on almost all keyboards.
Your screenshot is now stored temporarily in the computer. To use the screenshot, start word or publisher or some other application and click the "Edit" menu, then choose "Paste".
The screenshot should now be in your document!
You can also hold down the "Alt" key while pressing "Print Screen", to capture only the current window, which is also quite handy.