If you want to make an image from the view you can see on your screen, that is called a screenshot. There are several ways to do this, depending on how you want to take the image.
To copy an image of the entire screen into the clipboard, press PRT SCR on your keyboard. This is the "print screen" button and lets you paste the image into an application of your choice.
If you want to copy the image of a single window, make sure that the window is currently active by clicking on it and then press ALT + PRT SCR.
Windows Vista includes a great feature called the Snipping Tool, which not only lets you take a screenshot of any part of the screen but it will also save the image for you (which the above methods won't do). To load the tool, run from the run menu (Press WINDOWS KEY + R to access this):
Once this loads, highlight the area you want to take a screenshot of by dragging the mouse and holding down left click:
After this you will be presented with a preview of the image, and if you like it click File > Save As to save this image as a JPG, GIF or PNG file: