Windows 10 & 11
Place your cursor in the document where you want the screenshot to be.
Under the Insert tab, click Screenshot.
You can either choose to insert a screenshot of one of the Available Windows that you have open or pick Screen Clipping.
Make sure the window you want to take a clipping from is not minimized and is open in the background. After you pick Screen Clipping, Word will temporarily minimize, and you select what you want from your other window. It will then insert it into the document.
Mac
Place your cursor in the document where you want the screenshot to be. Under the Insert tab, click Screenshot.
You can either choose to insert a screenshot of one of the Available Windows that you have open or pick Screen Clipping.
Make sure the window you want to take a clipping from is not minimized and open, but not in full screen. Unless the clipping you want is within Word, Word cannot be full screen either.
After you pick Screen Clipping, Word will temporarily minimize, and you select what you want from your other window. It will then insert it into the document.
Click here for Microsoft support for Inserting a Screenshot into a Document