It's done in a very similar way on a PC. As with a mac, you need to make sure that the screen you want to capture is displayed as you want it to appear. Then instead of the Grab function you use the Print Screen key - this is usually located in the top right hand corner of your keyboard, just to the left of the Pause and Scroll Lock keys.

To capture exactly what is on the screen, just press the Print Screen button. (To shoot just the foremost part of the screen, press the Alt key first.) Then you can save the screenshot in Photoshop or similar, if you want to crop it etc - or you can just paste it into a Word document if you just want the basic picture.

This is the simplest way, but there are other ways to do this too - you can get a good overview here.