Screen capture is built directly into Windows. Just hit PrtScrn (Print Screen) key and the desktop will be copied to clipboard. Or press ALT+PrtScrn to copy the contents of the active window.
Then you can create an image from clipboard content (using the wizard on the "Create New" start page), select the region you are interested in and click one of the "Create Icon (...)" buttons. The icon will be created from the selected region.