Allods Online has a built in screenshot function that will allow you to take a picture of everything on your screen in-game. You may even remove the interface to take cleaner and nicer looking screenshots by pressing "ALT-Z". Once you have the screen set up the way you want, you may press "SCROLL LOCK" or "PRINT SCREEN" to take a screenshot.
Screenshots are automatically stored in the Screenshots folder which can be found at C:\gPotato.com\Allods Online\Personal\Screenshots. Screenshots are automatically saved as JPGs.