The answer to this question has changed from Xcode 6. There are no more screenshot sections in Xcode Organizer. Instead, to take a screenshot, you should go to the Xcode "Devices" window:
Window> Devices
or
command + shift + 2 (Used for the shortcut for the organizer)
Here you can select your device from the list on the left, and then click the “Take Screenshot” button. Now the screenshot will be saved directly on your ~ / Desktop, as when taking pictures in the simulator.
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