For those who are used to the earlier versions of Samsung mobile phones, the Samsung S20 FE’s way of capturing screenshots are now a little more tricky, although it might be more convenient.
(A) Traditionally, for the earlier models of phones, you would press and hold both the volume down key/button (Vol Down) and the side key button (Side Key).
(B) On the Samsung S20 FE, it seems like a brief press and let go (without any holding down) of the Vol Down + Side Key will do. If you hold too long, the power option will come on.
Why brief press and quickly release the buttons? Because on the regular Android phones, taking a screenshot is as easy as long-pressing the power and volume down buttons. However, since Samsung loaded extra functions into the Side Key, a long-press of that button combo will trigger the power off menu instead.
If you own a Samsung S20 series mobile phone, depending on the model, and with some good fingers co-ordination, you would be able to capture the screenshot quite easily either with (A) or (B) method!