There are different ways of grabbing a screen shot depending on what you want it for.
1. Save as a file (to use later)
While the screen is copied your screen will dim briefly. The screen shot can then be found as a .png file in your Pictures app or (on the Desktop) in My Pictures > Screenshots.
2. Copy to clipboard (to paste elsewhere immediately)
Pressing PrtScr copies the screen to your clipboard (on my Dell, Fn + PrtScr). You can then paste into Word, OneNote, etc. as usual with Ctrl + V.
3. Copy just one window (to paste elsewhere immediately)
Touch/tap/click on the window you want. Pressing Alt + PrtScr (on my Dell, Alt + Fn + PrtScr) copies it to your clipboard. You can then paste into another program using Ctrl + V.