Represent now a special window of white color, reserved for the screenshot, applying the Ellipse Tool (U)

The layer’s parameters:
Blending Options>Drop Shadow

Blending Options>Stroke

Make two copies of the new made layer and place them out the way it is shown on the next picture:

Find three screenshots that will be placed by turn above the windows (make a mouse’s click, pressing the Alt button simultaneously between the window’s layer and the screenshot’s one).