You would need to write a C# Script for both of these actions. Fot taking the screenshot, you may use the code found in the post listed below.

https://pdn.pega.com/community/product-support/question/capture-screenshot-rpa

For getting that into a Word document, you would have to use C# again (although you can probably do it technically in an automation, the directions and instructions would be provided in C#, so unless you understand the Interop model, C# is probably the way to go here).

I found the following article which might be helpful. 

https://social.msdn.microsoft.com/Forums/vstudio/en-US/5d68fa72-3fd2-49ca-bf4b-dce4c2899839/insert-a-picture-into-a-word-document-using-c?forum=vsto

If you want to use the Connector, you might be able to record and invoke a macro to do it as well.