In OS X, Command-Shift-3 does a full screen capture and dumps it to a file on disk. Command-Shift-4 lets you select a region to capture, and Command-Shift-4, followed by the space bar, lets you choose a window to capture. This UI needs to be discovered in order to be powerful, but it's extremely useful once you know about it.
In Windows 10, screen captures are done by the Snipping Tool, which is a many step process. Launch the app, choose the type of screen capture you're interested in, and once you're done, the image is opened in a utility. You then have to explicitly save it somewhere.
To emulate Mac-like screen captures, you can use the $49.95 Windows utility called Snagit, by TechSmith. You can configure presets to be triggered by Alt+Shift+3 and Alt-Shift+4 to do the same things they do in OS X.
I have Alt+Shift+4 set to capture "Region or Window to File," which selects Windows unless you drag out a rectangle, which selects a region. When you let go, a file is dumped to the desktop. It works just as well as screen captures in OS X. I can take a screenshot and have a file on the desktop in just a few seconds.