Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
Controls if users can take screenshots of the browser page. If you enable this policy, users can't take screenshots using keyboard shortcuts or extension APIs. If you disable or don't configure this policy, users can take screenshots. Note: Even if you disable screenshots using this policy, users might still be able to take screenshots using Web Capture within the browser or other methods outside of the browser. For example, using an operating system feature or another application.