Windows does have a utility for this. A PrintScreen key on your keyboard is used for taking screenshots, but it is very basic, and pretty much featureless. Using PrintScreen key, you can take screenshots of the whole screen or of an application in the foreground, which gets copied to clipboard. After that, you have to open the image captured in a graphics editor, to edit it, and/or save it.

Screen capture software offers enhanced features and functionalities, which makes screen capturing very easy, convenient, and efficient.

So, go ahead, and give your best shot with these screenshot applications.