First you need a program to deal with images, for viewing, converting or editing images, and you need to know a BMP from a JPG and when to use either format. Then you can use the print screen key as Mat described, or you can use a specialized image capturing utilty that will save multiple files to disk automatically, or you can use the MTM2 "gold" code and related keys to let the game write screenshots to disk.
MTM2 Snap - a "Screenshot Utility" by METH
XnView - a free image viewer/converter/editor/capture utility