Capture a screenshot by tapping the F10 key, there are plenty of other keyboard shortcuts in the emulator.
Switch to Full Screen mode using Alt + Enter. To get back to your game, hit the resume button, and it loads the save instantly. Quick save (to the last used slot) by using F2, and quick load from the slot using F1.
DuckStation supports save states, and you have 10 per game which should be plenty for most games.