While using Edge, click on the Settings icon (the 3 dots) in the top-right corner, or press the keyboard shortcut Alt+F to open the Settings menu.
In the list of options, you will see this icon listed as Web capture.
Clicking on the icon or pressing the keyboard shortcut Ctrl+Shift+S opens the Web capture (screenshot) tool.
From here you can take a full-page screenshot or a free select one of whatever you are browsing.
Clicking Copy will save the screenshot, or you can choose to add notes to draw a note on the screenshot.
After adding a note, you can share it, copy it, or save it. The saved file will go to the Download folder you have set in Edge. For most people, that will be the default C:\Users\YourName\Downloads.
If you think you might often take screenshots with Microsoft Edge, why not right-click the Web capture icon and choose Show in toolbar.
To remove it, simply right-click it again and choose Hide from toolbar.
Be sure to use the search box here at The Computer Mouse for other Edge Tips.