How to take a screenshot. There are a few ways to do this. You can hold down the Windows button on the Surface Pro 3âs bezel, and the Volume down button together until you see the screen blink to indicate that the shot was captured. If you have a keyboard attached, then hold down Fn + Win + Space Bar together.Youâll find the screenshots in their own folder in Pictures.ou can hold down the Windows button on the Surface Pro 3âs bezel, and the Volume down button together until you see the screen blink to indicate that the shot was captured. If you have a keyboard attached, then hold down Fn + Win + Space Bar together. Youâll find the screenshots in their own folder in Pictures.