Please open your GoToMyPC Preferences > Viewer Tab and select "Pass Windows keys to Host". When you hit Ctrl + Print Screen on your keyboard, make sure that the GoToMyPC Viewer window has focus, otherwise the command will be passed to your Client PC.
** This solution is for Windows based Host computers.
This solution does not work if logging in from Mac.
I was able to use PrintScreen, then copy the clipboard to a Word document on the host PC. I then used the file transfer to transfer theWord doc (and the captured image) to my remote location.