There are several options in Ryzom listed in the "K" menu (for Keys), in the sub-section for "System Keys". The default arrangement is:
Screenshot JPG: CTRL+F10
Screenshot PNG: ALT+F10
Screenshot : Shift+F10
The last option saves a TGA file.
They are saved in the main Ryzom directory. Under Windows that would usually be C:\Program Files\Ryzom. It would be advisable to copy or move the graphics files out to another location before any photo-editing. That will help avoid accidental damage to essential program files for Ryzom.