While in Civ3, press 'Print Screen' of what it is you want to make a screen shot of. Then exit Civ, or switch to your desktop, and run MSPAINT or whatever flavor of graphics program you use. Paste the picture into the program, and remember to save the file as a .jpg, as this format is usually the best at compression. Some people like .gif, but I prefer .jpg myself. Then, when replying to a message, use the attach file feature in the reply box. As long as the .jpg is under 100k, you can attach it.
So you say the picture is bigger than 100k? No problem. Scroll to the bottom of any CFC page, and find the upload file link. Select the graphics file you want to upload, and upload it to the server. Then, as you're replying to the message, put this in the message:
[img]http://www.civfanatics.net/uploads5/YourFileNameHere.jpg[/img] and this will cause the image to be displayed in the post. If you're going to attach more than one image, then you need to upload each image to the server. If you're going to do one image, and it is less than 100k, you can attach it in the post reply window. You cannot attach a file from the quick reply window, however.