Hi Nik00117 and welcome,
To take screenshot you have to press the "Print Screen" key which is located in the top of the section between the numeric pad and the letter keys. The screenshot is then stored in either "C:/Program Files/Activision/Rome - Total War/tgas" if you have standard R:TW (not Gold) and in "C:/Program Files/The Creative Assembly/tgas" if you do have Gold.
After that you may notice that you cannot open these files. To open them you need to covert them to jpgs or a similar format using this program. Instructions for it's use can be found here.
I look forward to seeing your screenies, cheers!
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