While you can snap a shot of the entire desktop by pressing the Windows key and the PrtScn keys and have the resulting image land in the Screenshots sub-folder of your Pictures folder, you need to take a few extra steps to capture just one window on the screen. When you have the window you want to capture open and selected on the screen, press the Alt and PrtScn buttons.
Next, open Paint or another image or word-processing program on the computer and paste (press the Control and V keys) the copy of the image into an open file. If you prefer to just paste full desktop screenshots into a program without first saving them as files in the Screenshots folder, press the PrtScn key and then use the paste command to copy the desktop shot into your open file.
As with some previous versions of the operating system, Windows 8 also includes a small utility called the Snipping Tool that you can use to capture shots of specific windows. Instructions for finding and using the Snipping Tool. If you have a lot of screenshots to take and want a full-featured program for snapping and editing the images, third-party programs like Snagit are another option.