Steam overlay is not yet working. The team is awaiting a fix from Steam's end for this. In the meantime, you will need to use an external program like Fraps to take screenshots.
Edit- My bad! I didn't realize F10 screen capture had been restored. I thought it had been moved to F12 for Steam compatibility and was not working correctly.
Gigabyte P67A-UD4-B3, Intel Core i7 2600K, 16GB Corsair DDR3, EVGA GTX 970 SC, Win7 Pro 64-bit SP1, Primary monitor @ 1920x1080, secondary monitor @ 1024x1280