How to take a screenshot of login windows by using keyboard shortcuts
At Login screen of your Mac interface:
Taking a screenshot of the whole login window, just press: Command + Shift + 3.
Taking a screenshot of a part of the login window, just press: Command + Shift + 4.
When you log in on Mac, the login window screen capture will be saved to Desktop with the name begin with LW.
Example: LWScreenShot 2015-11-02 at 6.36.33 AM, LWScreenShot 2015-11-02 at 7.25.55 AM
If you want to change the default location of the saved screenshot files, you can see this guide at homepage.