Today I pushed a screen_capture plugin which adds two new commands to Leo, screen_capture_now and screen_capture_5sec. A PNG image of the main Leo window, without window manager decorations, is saved in $HOME/.leo/screen_captures/YYYY-MM-DDTHH:MM:SS.png Here's an example:
screen_capture_now captures an image immediately, screen_capture_5sec waits five seconds, so you can position the pointer, open menus etc. The only feedback is in the console, as messages in the log would be distracting in the captured image.
Oddly enough, all through development (this project started at the 2013 Leo Sprint), the mouse pointer was not captured. This is not at all unusual for screen capture software. The plugin includes code to draw a pointer (from .../Icons/recorder/pointer.png) on the grabbed image. But at time of writing the pointer is being captured, and that code is disabled. My guess is the pointer won't be captured in all environments and a @setting will be needed to enable pointer drawing by the plugin.