Use a sequence toolbar Export image button to save a screenshot of the sequence:
The Export Image dialog will appear where you should set name, location, export settings and format of the picture:
UGENE supports export to the BMP, JPEG, JPG, PNG, PPM, TIF, TIFF, XBM, XPM and SVG image formats. You can export whole alignment or custom region. To select the custom region click on the Select button.