One way to capture footage (videos and photos) is possible with GeForce Experience (You need a Nvidia graphicscard) Install this (If you haven't already). Do the setup 'nd stuff.
Then, open the app. (app is named; NVIDIA GeForce Experience) Then navigate to the Gear icon on the top right of the menu. then enable something named overlay in-game.
After you've done it's small setup. You should be able to open a menu with. Hold those 2 keys for a splitsecond : ALT + Z.
If that's working, you should be able to take screenshots with ALT + F1.