OPTION 1: To take a screenshot press and hold the APPLE key (next to the spacebar).. SHIFT key... and the number 3.
OPTION 2: If you want to select what portion of the screen to capture, press and hold... APPLE... SHIFT.... 4. Then place the mouse on one corner of the window (for example) and click... and drag it to the opposite (diagonal) corner... let go mouse button.
Go to the desktop and look for the file called "Picture..."
As you have understood, MacOS creates a file with the image, it does not just put a copy of the screen in your Clipboard. This makes much easier sending the screen copy, or editing it.
The best screen capture program (by far, IMHO) is Snapz Pro for X - totally worth buying for the small fee. I am a designer and use it to no end... allows you to select an area of the screen, file type to save as, file name, etc.. etc.. even quicktime files of your computer actions.