"Archive" means compressed files - such as ZIP, RAR, ARJ, etc.
If "Scan archive files" is set, avast! scans even the content of these files - but that means that it has to "unpack" these file (temporarily, of course). This unpacking process may take quite a lot of time.
ScreenShots... well, I'm sure there exist special tools to create them, but in general, you can use the simple Windows shortcut Alt+PrintScreen to copy the content of the top window - as image - to clipboard. (Or, you can use just PrintScreen to copy the content of the whole screen). Then, you can open e.g. MS Paint and paste the imag from the clipboard to the program - and save it as a real image (e.g. jpeg).