There are many ways to capture what is displayed on your screen.

One of the easiest is to use the Snip and Sketch Tool included in the Windows operating system. 
 
If you are taking screenshots to submit to a support case, please make sure snip the full screen and do not edit the screenshot.

You can also take screenshots in-game with the Ubisoft Connect Desktop App. 

If you have any other questions, please get in touch.