Vinicius,
If you’re talking about a Javascript alert, like these, you will not be able to take a printscreen because the Selenium IDE does not do a direct action of clicking Javascript alerts, confirmations and prompts.
In this official Selenium IDE documentation page, we have the following excerpt:
When running under Selenium, Javascript pop-ups will not appear. This is because the Function calls are Actually being overridden at Runtime by Selenium’s Own Javascript...
Translating...
When run via Selenium, Javascript popups will not appear. This is because the call functions are overwritten at runtime by Selenium’s own Javascript...
So any attempt to make this type of popup appear in a screenshot with Selenium IDE will fail (it will not appear).