US copyright law has an exception for fair use; small portions of a copyrighted work may be used without permission, license, or royalties if they are used for educational or demonstrative purposes.
Taking your own screenshots of a commercial software product would probably be fair use. I doubt that a screenshot provided by the developer would be fair use. Such a screenshot would probably be considered a work of its own, and carry a separate copyright. This is why, for example, Wikipedia often prefers original photos of products rather than manufacturers' marketing materials.
Fair use is decided on a case by case basis; it's impossible to know for sure whether a particular use of a copyrighted work is covered by the exception until the copyright holder sues you for infringement.