You're probably missing a screenshot application, from what I remember some things aren't installed by default when it comes to Arch even when installing a desktop environment so that you can keep your install minimal. Also if you are wanting your hand held and asking for step by step guidance, Arch is not the distribution for you because Arch is about Doing it yourself(DIY).
wiki.archlinux.org
Just switch to Fedora or Ubuntu or Mint if you are expecting to want to get step by step guidance.
This has nothing to with being able to make screenshots. Do yourself a favor, save yourself some frustration and switch to a more beginner friendly distribution to make life on yourself easier since you are new to Linux and still have to learn how Linux works.