The following instructions were produced using Windows 10 and Mac OSX Mavericks.
Copy to the clipboard
Press the PrtSc (print screen) button on your keyboard to capture all your screens to the clipboard. You can then paste this into and editing program (e.g. Paint, Photoshop). To capture only one window, activate the window by clicking on it and use the shortcut Alt + PrtSc.
Using Snip and Sketch
Saving as a file
Use the shortcut + PrtSc to capture all of your screens and save as a file to the Pictures folder on your C drive. They will be in a subfolder called Screenshots.
To capture only one window, activate it by clicking on it and use the shortcut + Alt + PrtSc. This will save a PNG image file to the Videos folder on your C drive. They will be in a subfolder called Captures.
Capturing your entire screen
Press Command + Shift + 3, an image will be saved to your desktop.