If you can see the overlay on top of a game, then FBX is ready to save screenshots.
Switch to the game.
When the overlay appears, press the Save Screenshot hotkey (by default this the Print screen key) to save a screenshot.
The overlay will display a Saved message to indicate that the screenshot has been saved.
A JPG file will be saved to the Screenshots folder and the screenshot will be added to the list on the Recordings tab where it can be viewed.
TIP Screenshots can be saved even when you are not recording. You just need to be able to see the overlay.