You can use the whiteboard within Windows to capture the screen. This is taken out of my Access help file:
To copy a window to the Whiteboard
In the Whiteboard toolbox, click the Select Window tool.
If the Whiteboard Select Window dialog box appears, click OK.
Click the window you want to copy.
Click the Whiteboard.
You can also use a screen capture software, save it as a graphic file (.jpg or .gif) and then you can import the screen shot into PowerPoint just like any other graphic. There are many such programs out there that are either free or offer a free trial.
I myself and looking for a way to insert into a pre-existing ppt presentation (with shortcuts). One option is to make a mega-report with all the constituent report and use the program above - but this won't include the shortcuts.