Are you using an EMM/MDM of any kind? If you're using SOTI MobiControl you could Remote Control the device and take screenshots from there. It is arguably easier to do that in order to have them immediately accessible on your computer rather than having to transfer them from the internal device storage. You can also optionally include the device skin:
Vysor (through the cradle) and/or Zebra Remote View (over the local wireless network) are other viable options.
Just found another way to screen capture:
Using Android Studio
Tools > Android > Android Device Monitor > select device > select Screen Capture icon
Copy and Paste into Microsoft Paint and save.