There are only two ways to take a screenshot in Windows XP. A tap of the Print Screen button will copy an image of your entire screen. This image must then be pasted (this can be done by pressing the Control and V keys at the same time) in a program like Paint, at which point you will also be able to save the image.
The other option is to capture a specific window. You can do this by pressing the Alt and Print Screen keys at the same time. You will, once again, have to open Paint, paste the image, and Save it.
On a majority of keyboards, the Print Screen key can be found in the upper-right corner. It will likely be labeled as either PrtScn or PrtSc.