There are two ways for you to take screenshots.
Method one: You can take screenshots during the process of recording. You just need to enter the hotkeys to take screenshots. If you are not sure what are the hot keys, just click in the main interface > "Preferences" > "Shortcuts" to check your hotkeys (Or click the Settings image > "Shortcuts" to check that.). Here you can click "General" to find the screenshots saving location. If you do not like the hotkeys, just click the hotkey input box, and enter your new hotkeys with your keyboard, then it will display in the software.
Method two: You can take screenshots during the preview window. When you preview the recording after finishing the recording, you can click the camera image to take a screenshot. And one-click of the folder image can let you check your screenshot images easily.