Need Some Help With Captures

I'm wondering if anyone on here might know how I could do screen captures of the behind-the-scenes videos that accompany a lot of magazine photoshoots.  Is there a particular program that I should use for the caps?  Or is there a way to download this type of video? 

When I do caps, I generally use KMPlayer and have the files on my computer/hard drive, but I don't know if there is a way to use KMPlayer for these particular videos.  



Any help would be greatly appreciated.