In the game you can hit CTRL+F11 to create a screenshot in the 'Captures' subfolder, or there are various Screenshot Programs you could use. That topic is fairly old; a couple programs that I saved links for but haven't gotten around to trying yet are Gadwin PrintScreen and MWSnap, or check out some listed here.

I don't know if something like Dragon UnPACKer or Resource Hacker could extract stuff directly from the game files. For DD the music is fairly straightforward to extract (see DD music for a small program to do so), but I don't recall anyone doing something like that for the graphics.