The Default-Bind for making a screenshot is F12.
Screenshot in CoD1, ScreenshotsHow to make a JPG Screenshot in Call of Duty
You can change this bind in Multiplayer-Options under "Interaction".
Or by writing this cvar into console (for X fill in desired bind key):
/bind X "screenshotJPEG"
This Function will create a JPG-Image. Your Screenshots will be saved here:
-> Call of Duty/main/screenshots