Press Alt+F9,then go to C/user/Documents/Sports Interactive/FM12/ (you know,where you have all your graphics installed) There is a Screenshots folder there
Couple ways to do it, if you play in windows mode then you can use the print screen button, to do that click fm/preferences/display and sound/ then go to the drop down bar on mode and click windows.
You can take a picture on steam and keep it there if needed or just screenshot the steam screenshot.
Press Alt+F9,then go to C/user/Documents/Sports Interactive/FM12/ (you know,where you have all your graphics installed) There is a Screenshots folder there