Screen shots (screenshots), or screen captures, are just what they sound like: a snapshot of what is on your monitor screen at a given moment. All Windows computers have the ability to take a screenshot with ease. (As do Macintosh computers, but they have a slightly different procedure.)
Screen shots are useful in a number of situations, including:
keeping track of items that have icons on your “desktop”
making a record of error messages or other pop-up messages (by attaching the screen shot to an email you can provide exact information for tech support)
keeping a record of graphics you create on a site that does not allow storage (Aviary, Wordle, etc.)
Windows includes a great utility called "Snipping Tool" that allows one to take screenshots with lots of flexibility and features. It can be found in the Start menu.