How do i print screen on Windows RDC?

Hey everyone, A large portion of my ICT coursework for A-Level is largely based around printing annotated evidence of a process i do or of a picture or something (you get the gist). Basically as i'm on mac i have to use Windows Remote Desktop Connection software, and i have no idea how to print screen on it! =( i've tried using the mac print screen but obviously that just means that i end up printscreening it to be saved on the mac =( If anyone can shine some light on this i will pay them a rupee, Thankyou all!

What's the problem with saving the file and printing that

Basically i would like the screenshot to be saved to the RDC clipboard and not my mac. And there is a LOT of screen printing to do so a quick method would be so very appreciated.
Thankyou

ah sorry ive described this badly. The screenprints need to be annotated on RDC
Thanks x