I have tried pressing every key on the keyboard and cannot for the life of me figure out how to take a screenshot! Can anyone help?

There's always the dirty way: hit the Print Screen key and a screen capture is sent to the clipboard. Switch back to Windows, open your favorite image editing software, then create a new document and hit Ctrl+V.

The Print Screen key should take a screenshot, which goes under My Documents \ My Pictures \ Grand Ages Rome; it doesn't have user interface, however.

If you need user interface in the screenshot - e.g. you want to brag with your score from a mission, or want to show us a UI-related problem - use BoneBreaker's method.