Other than in other versions of Windows where you took screenshots by pressing the PrtSc key and then pasting them to Paint or another graphical editor, it is now possible to take screenshots directly on in Windows 8 Consumer Preview.
To do that, just press Windows key + PrtSc and the screenshot will be saved into your pictures folder. For those who prefer the classic method, it is still available the way it was. Furthermore, if you did not know, you can press Alt + PrtSc to capture only the active window. Unfortunately this feature was not (yet) updated to work together with the Windows key method.