Go to a screen image you want to capture.

Press alt-print screen to make a copy of that screen to the clipboard.

Open Photoshop.

Choose File > New.

Choose Edit > Paste.

Modify the image in any way you want. For instance, you can drag a box around the image using the top left "Rectangular Marquee Tool (dotted line box), and then choose Image > Crop.  Or, you can change the image size with Image > Image Size. Consider using the text tool to add the web address if the image is from a web site.

Choose Layer > Flatten Image.

Choose File > Save, and save as a JPEG file.