Press the Print Screen key to capture the whole screen, including the desktop behind the active window.  Or,  press and hold Alt then hit the Print Screen key to capture the active window.
 
Once this is done you can paste (Edit, Paste or Ctrl+V) the image into the application of choice.

NOTE:  The text editing program Notepad does not support images.  A good program to use instead, if you do not have a word processor such as Microsoft Word, is Wordpad. Wordpad can be started by clicking Start > Run then type Wordpad and click OK.