With the latest version of Lync 2013 you can easily instant message pictures by just copying them in the Lync IM area. So to grab and IM a picture press [PrintScreen] key on your keyboard and copy into the Lync 2013 instant message window. Done!
Note: To get more sophisticated and just capture part of the screen you can use OneNote and press [Windows] + N, select an area and paste into Lync.
(or a free product like GreenShot)