Hit the "PrintScreen" button (normally somewhere on the top right of your keyboard).
The game writes a TGA file of that screen to the \\Rome Total War\tgas folder (this folder is created only after pressing the "PrintScreen" button for the first time).
You'll need a photo file editor to see the TGA files (PaintShop Pro, Photoshop or IrfanView).
I hope this helps.
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