One alternative to Window Maker's internal capture is to use an external
tool that does that. For example KDE's Spectacle tool which handles
screen capture and not only it provides screeshots for fullscreen,
window, rectangular area, etc but also allows you to specify if the shot
will have borders, mouse cursor, etc and you can do some minimal editing
in it (crop, add arrows, text, etc) which is helpful for pasting in
chats, documents, etc.
To do this you need to clear the shortcuts from the Window Maker
keyboard shortcuts settings for Capture and then create new menu entries
for the Print key to call the tool. For example you can create menu
entries for `spectacle -f` and Print for fullscreen capture, `spectacle
-a` and Ctrl+Print for active window capture and `spectacle -r` and
Mod1+Print for region capture. After the capture Spectacle will open the
captured image in a window which you can save with an automatically
generated name, save it in a filename you specify, copy it to clipboard,
pass it to other tools (e.g. Krita, GIMP, etc), edit it or allow you to
make new captures.
Kostas