Use the Help menu in the Finder (that's the application with the Macintosh happy face at left or top of Dock) to search for "screenshot" without the quotes -- that will tell you the keystrokes to take various kinds of screenshots. Screenshots will be saved to files on your desktop. You can also use the Grab application to capture screenshots, window snapshots, or snapshots of any rectangular part of the screen.
Command - Shift - 4 does this without having to open any application first.
Screenshots on the Mac are super-simple.
Command - Shift - 4 = lets you choose an area on screen (drag the crosshairs), when you let go of the mouse, it'll save that rectangle as a PNG on your Desktop.*
Command - Shift - 3 = save the entire screen to a PNG on your Desktop.
PS. In fact, now that I'm used to it on my Macs, it drove me nuts to do screenshots the Windows way anymore. But I found
this awesome little application called LightScreen (open source on SourceForge) that makes Windows work exactly like Macs (and you can customize the keyboard shortcuts and whatnot too, of course). I use it to exactly replicate this behavior on my Windows boxes though.
* = Another tip is that this keyboard shortcut also works for capturing an entire window. Do the Command - Shift - 4. Then, when you get the little crosshairs, hit the spacebar. Now, instead of dragging a rectangle, you can point at any visible window and click it to save a screenshot of just that window. Those are basically the three main methods you need to use. If you ever forget, do what amp1 suggested and lookup screenshot in the help menu. There's a "shortcuts for taking pictures of the screen" help entry in there.