I can tell how I do it in Windows.
First I take a screenshot using ALT + 'PRT SC'
I like it better than just 'prt sc' because it only takes screenshot of a window and not the whole screen.
Next, I use Windows Snipping tool and cut precisely what I want.
I usually have to reduce image size using Photoshop, but you can do it with Windows default picture editor too I guess.
Next is uploading that picture to an image hosting web (I use imgur.com).
Then I copy the BB code and paste it to post.

I check the post with 'preview' to make sure it looks OK.
You can see the BB code in my post by pressing 'Quote' that you see on top right.
If you paste that code to your post, you will be able to preview that image immediately.