If people are mistaking screenshots for clickable windows, though, that's easy to fix. You can give the screenshots drop shadows, and put scribbled notes on them in another color. Then they don't look like clickable windows.

(Amusingly, both of those things have appeared as user interface components, but fell out of style. Apple once had the ability to scribble notes on top of things, and Google was pushing "material design", with lots of raised squares and dropped shadows. (Whatever happened to that, anyway?))