Steam has a screenshot button (F12 by default I think).
Otherwise, you can use the print screen button on your keyboard to copy it to your clipboard and then paste it in like MS paint to save it.
The screenshot you posted either has hud disabled (a scripting function) or is just zoomed in far enough that the hud got cut off.
Guys this game was released in 2006 and remade in 2008
Okay, thanks for the info m8.