There is no ingame screenshot feature in these games. You need to use third party programs like fraps, snagit, or snipping tool.
I prefer using IrfanView, which is basically an image processing software, but it has a powerful screen capture tool. You can choose from a variety of formats to save your shots. It also has a very good batch processing feature which allows you to transform lots of screenshots into a different format or size.
There is a list on Wikipedia:
http://en.wikipedia.org/wiki/Comparison_of_screencasting_software Sadly, the above list is missing IrfanView:
http://en.wikipedia.org/wiki/Irfanview Almost forgot: I believe these games are run in DosBox by default, which has it's own screenshot feature. Ctrl-F5 should make a screenshot and store it in the DosBox capture folder. But I'm not sure if and how GOG has configured this inbuilt feature.