Windows has a built-in screen clipping feature, but I paid for an app that makes the process a lot easier and is great for manuals and documentation.I use SnagIt by TechSmith.

I use it for my training manuals; this blog; my regular monthly articles and I used it for my book.

It allows me to take lots of screen clips in sequence and then combine or edit them and name them whenever I want. It keeps track of all the screen captures you take.

It also has built-in images like arrows, boxes, keyboard keys and numbers that you can easily add to the image.

You can also Fill and Align images.

I have been using SnagIt for years and highly recommend it.