What device/TV are you using?
Press and hold the power button and you'll see a menu at the top or anywhere at the screen, move to the screeenshot option and press the OK button.
The files will be saved into the pictures -> screenshots folder in the root of the internal storage.
Button mapper (some key on tv remote) or ADB AppControl (from Windows - TV and PC on same WiFi)
https://play.google.com/store/apps/details?id=flar2.homebutton
If there's no option in the power menu, but you can use the button remap (I prefer buttons remapper) app to map screenshots to a button or combination
You can find a guide on HowToGeek here: https://www.howtogeek.com/694971/how-to-take-a-screenshot-on-android-tv/