Comment: EOTopo

Screenshots are easy. Under Windows, just use PrintScreen to get an image of the area, paste it into some image program like irfanview, and save it as a .png file. Open that in Ozi, or use an image converter to convert to ozf4 format. Then comes the harder part. You have to identify 3-4 well separated points on the map and provide accurate lat-lon or UTM references for them, and use them to 'calibrate' the map so Ozi knows where it is. A fair bit of manual work, but it is doable.

You are correct. The sequence is to convert the screenshot image from png ( or tiff, or any other format OZI will handle ). Open that in the Map Calibration menu of OZI, set known points on the map for calibration, then save the calibration, to produce the map file ( separate from the image file ). Open the map file in the ozf conversion program and use that to convert to ozf4 map format.