Where is the screen shot (aka grabber or grab) app?
On my machine (running 10.8.3), it is in /Applications/Utilities/Grab.app.

You can search for this using Spotlight: press cmd-space  or click the magnifying glass near top right in the menu bar.

There are also some key shortcuts that save (or copy to the clipboard) images from the screen, clipped in various ways. cmd-shift-4 is one I use regularly, but there are several variants on this.