I think it subscribes automatically when you post in a thread.So then you just have to click where it says "My Account", and it shows your all your subscribed threads that have new posts in them.
I use the built in Steam screenshot thing.You just have to press F12 to use it, or at least that's how it is on mine.But be careful, because I think by default(at least on my game)F12 is set to load quick saves, so that can cause you to lose progress in a game when you're just trying to take a screenshot.Learned that the hard way.Just change that or make sure you don't have any quicksaves before taking screenshots if it's set that way on yours.And Steam has a folder for all the screenshots you take in Civ5.