Use a sequence toolbar Export image button to save a screenshot of the sequence:
The Export Image dialog will appear where you should set the name, location, export settings, and format of the picture:
UGENE supports export to the BMP, JPG, PNG, TIFF and SVG image formats. You can export currently viewed, zoomed annotations or sequence details areas. Also, you can export the whole sequence or custom region. Use the Region settings to do it.