Computer Configuration > Administrative Templates > Microsoft Edge
Both
HKLM\Software\Policies\Microsoft\Edge
Note: The web capture feature is rebranded to "Screenshot". Enables the Screenshot feature in Microsoft Edge. This feature lets users capture web and PDF content, and annotate captures using inking tools. Users can also do a visual image search based on the captured content. If you enable or don't configure this policy, the Screenshot option appears in the context menu, the Settings and more menu, and by using the keyboard shortcut, CTRL+SHIFT+S. If you disable this policy, users can't access this feature in Microsoft Edge.