There are two ways that I know of how to capture a screenshot.
The first is the old and proven way of hitting PrtSc (this will essentially save the screenshot onto a clipboard much like copying some text), then pasting it onto MSPaint or another program like it. After that it's just a matter of saving the file once you see it on MS Paint.
The cons to this is that you'll probably have to pause and tab out of the game to save the picture. Taking a series of images would likewise be quite taxing. Which leads to the second method:
Using programs that can designate a button which will save the immediate contents of the screen to a predesignated folder.
I personally prefer
IrfanView. It's free. It will take donations by the way
.
Once installed, simply hit "c" and the screen capture menu will show up. It's pretty self explanatory there. I'm assuming if you mastered Dwarf fortress, you'll probably know how to deal with menus where everything is labeled correctly, thus I won't waste you time telling you what to do in detail. Although I'd be happy to help you here and I probably won't judge you either if you need help at that point.
If you're wondering what format to save it as, jpg and png are usually the smallest space using types of files compared to bitmaps and others.