A picture is worth a thousand words. It really is. It saves you time in typing, it tells your reader verbatim what you see, and it helps ensure information is presented clearly and accurately, often providing context.
But there's a right way and a wrong way to create them.
Most commonly, the wrong way is to press the Print Screen (often PrtScrn) key and paste the results into a Word document, posting that document for people to read.
This method forces people to trust that your word document is not infected with a virus of some kind and it makes viewing the screenshot a laborious task as often, the image will be shrunken to fit on a typical page size in word.
This is not user friendly.
Instead, here are some methods you can use to create effective screenshots for use in documentation and posting in questions such as on Experts Exchange:
1. Use the Windows Snipping Tool
The Windows Snipping tool has been available since Windows Vista. Bring up your Start Menu and type "snipping" to find it quickly (I have pinned it to the taskbar). The snipping tool, once an image is captured, allows you to email the image, use a colored "pen" to write on the image, or use a colored highlighter to highlight areas of the image. (The eraser only allows you to erase the pen and highlighter changes). It also allows you to print or save the images. (If you do any markup, you do need to recopy the image using CTRL-C or the Edit menu to replace the original image in the Windows clipboard with your edited one). In Windows 10 and Server 2016, Microsoft added a delay option, great if you're trying to grab a screenshot of something in a menu that goes away when the application loses focus!
Note: it's NOT available on server operating systems unless the Windows Desktop Experience is loaded.
2. Use Print Screen and Alt+Print Screen
Since Windows came into existence (or at least for as long as I can remember), Windows has allowed you to take a complete screenshot of the screen simply by pressing the Print Screen (often abbreviated PrtScrn) key on your keyboard. This is great and often enough is what people use, but at least since XP and I'm fairly certain well before that, you can modify the Print Screen key functionality by pressing (and holding) the Alt key when you press print screen. This will capture ONLY the active window. (Tip: that's how I captured the image of the Snipping tool so perfectly).
Once you've captured the screen, make Microsoft Paint your friend. The basic graphics program included with Windows quite possibly since Windows was first released, Paint is a fast, simple tool to save your Print Screen captured screenshots. To ensure I don't have any whitespace, my first step is to set the canvas to 32 pixels by 32 pixels (roughly the size of an icon) and then paste into it - Paint will enlarge the canvas to exactly the size of your screenshot. If you want, you can further narrow the size of your screen capture to only relevant information by selecting an area of the image and copying and pasting it into a new Paint image. Microsoft Paint allows multiple instances making this a fairly easy thing to do.
As a shortcut for launching paint, remember that the executable name is mspaint.exe - so simply typing mspaint from the Start Menu, will start the program.
If you need one, Jim Horn has a more step-by-step tutorial using this method:
3. On Windows 10 (1709 and later at least)
Press Windows + Shift + S and a second or two later, your screen gets "frozen" and you can draw a box around whatever you want to capture. This behavior is very similar to the Snipping Tool's behavior, but does lack all the functionality the snipping-tool gives you, like pressing Print Screen alone. The end result is whatever you have selected becomes copied to the clipboard for pasting into an application. (Great for writing EE articles but not so great for posting in questions since EE doesn't think the Article editor is good enough (or is too busy with other things to integrate it!)).
4. Use a third party application such as Gadwin Print Screen
There are many free and paid third party products. Though I don't use it myself, one I learned of and have some experience with is Gadwin Print Screen. It has options to automatically save screenshots for you, assign hotkeys, and select the format of the image when saving (among other features). If you routinely use one computer and don't bounce around from station to station/computer to computer, a third party program may offer features you find useful.
5. Your phone's camera
And of course, if you're not in Windows - let's say you have a question on a hardware error or other want to include something you can't easily screenshot, very few of us these days don't have phones with cameras. Take a picture with it. Email that picture to yourself and you have your screenshot!
When posting screenshots on Experts Exchange, note the "embed" feature. Embedding puts the image in-line with your text and displays it automatically. When you simply attach it, those wishing to see what you are talking about have to click the image to open it. It's much more convenient to simply have it displayed like a picture in a magazine article.
When asking for help you are asking people to work with you - and in forums, often for free. Don't make others trying to help you expend additional effort or expose themselves to potential security issues in helping you. If you're creating documentation on a web site or in a document to be printed, care about your reader and your work and make your screenshots clear, easily accessible, and professional looking, even when it may not be absolutely required. Create and post your screenshots using methods that make it easy for your reader to view them; don't make them a challenge!
Lastly, this is clearly Windows focused and while I don't mean to exclude other platforms, I don't have deep knowledge on them either. Please consider writing a how-to article for other platforms and leave a link to it here in the comments.