To take screenshot you have to press and release the Home button and Sleep/Wake button at the same time. You will get to know about the screenshot taken by the flash of screen. To see your screenshot, just go to Camera Roll album.
The same process is used for taking screenshot in all iOS devices. This can be the reason to change your Android phone with an iOS phone. You have to make sure of one thing that you must press both buttons at the same time, otherwise you will not be able to get a screenshot.