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.
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.