If you need to capture the browser contents at each test step (e.g., for compliance purposes), you can configure an Extension tool that will interact with a screen capture tool. 

If you want to take screenshots of tests run from the command line interface, be sure to use the  -browserTestsVisible command with soatestcli (described in Testing from the Command Line Interface).  This configures SOAtest to open the browser UI and show test steps in the browser.