The Pkg Contents had a line through it so nothing happened when I clicked on it. I tried to take a screen shot of the whole window with Control-shift-5 but it still only took a screen shot of what was shown on the desktop.
I believe it should be Command-Shift-5, not Control-Shift-5. The latter does nothing (at least for me), while the former produces a small palette at the bottom of the screen that lets you choose what you want to take a screenshot of. Hover over each icon on the palette to see what it does.