Press "PrtScn" on your keyboard and then open a Graphics Program (Ie Photoshop or Paint) and press "Paste"
Or use a program like 'Fraps' which will capture a screenshot directly to a file, so you can take multiple shots without leaving the game.
keep in mind though that in short time, with the next update, the devs will implement a standard Windows combo the "Ctrl+S" to save a screenshot.
Quote from KMSpeed :keep in mind though that in short time, with the next update, the devs will implement a standard Windows combo the "Ctrl+S" to save a screenshot. Done already!!! Install patch V2 http://www.lfsforum.net/showthread.php?t=20237 and just tap ctrl-s and a screnshot is saved in your LFS\data\shots\ folder.