If you hold down the SHIFT and COMMAND key and then at the same time press the number 3, your mac will take a screenshot of your entire screen and save it as a .png (picture) file onto your desktop. Try it right now! Press SHIFT-COMMAND-3, you will hear a camera shutter style sound, and a new file will appear on your desktop. Double click the file – it will be a picture of your screen at the moment you pressed SHIFT-COMMAND-3. This is built right in to all versions of OS X.
You can also capture just a small part of your screen. See this article on how to take a partial screenshot using shift-command-4.