How to take screenshots of my Apple iPhone?

Is it supposed to be an app or something?

Hold down the lock and home button at the same time

You can capture the screen on your iOS device using the Sleep/Wake and Home buttons.
Press and hold the Sleep/Wake button on the top or side of your iPhone, iPad, or iPod touch, then immediately press and release the Home button.

You can find the screenshot in your Photos app.

Take a screenshot on your iPhone by holding the home button and sleep/wake button at the same time. This works for all Apple devices like iPhone, iPads, and iPod Touches