You can take a screenshot by pressing the "Print Screen" key at the top-right corner of your keyboard. The screenshot should be saved in your "Pictures" folder.
By opening the Zorin menu → Utilities → Screenshot, you can also choose from different options while taking a screenshot like:
Mimicking the windows behavior is important here. Send to clipboard by default, no delays, use alt+screenShot for window only, windows+screenShot for selecting an area, etc..