However you can still do screen captures on a Mac, here are the different ways you can do so.
To capture the entire desktop, press the buttons Command-Shift-3. The screen shot will be automatically saved on your desktop as a PNG file.
You can also use the buttons Command-Control-Shift-3. This saves the screen on your clipboard for you to paste into another program.
You can also just capture a section of your desktop. This is done using the buttons Command-Shift-4. A cross-hair cursor will appear and you can click and drag to select the area you wish to capture. When you release the mouse button, the screen shot will be automatically saved on your desktop as a PNG file.