It's called the Print Screen button.
On your keyboard, you should notice a button called Print Screen.
Press that key to create a snapshot of your game onto your clipboard.
If you want the game contents alone (Just the game itself, no other distractions like an Internet browser window or the Start Menu), set the game to full screen (Alt + Enter) and press Print Screen, then get out of Full Screen (Alt + Enter) and move on to Paint or another Image Editor and paste it in.
If you want the current active window only, just use Alt + Print Screen and do the regular procedure. Screenshotting the whole screen (Including the start bar) would be a regular Print Screen.