To make a screenshot if you don't want to go through max rendering you'd
have to just push the Print Screen button on your keyboard, it'll burn all
that's onscreen to the clipboard and from there you just ctrl+v it to whatever
photo editing program to crop and adjust as you please.
If you're talking about saving under different formats, render your scene and
then there should be a button in the top left corner where it can output your
image, instead of saving as bmp look for jpg or the likes.