By default the XFCE that is shipped in Xubuntu (as of Xubuntu 15.04) allows you to press the PrintScreen button and capture the whole screen and press alt + PrintScreen to capture the window in focus. Well, this is obviously not enough. People do need to be able to capture just a portion of the screen, it's an as frequent use case as capturing the whole screen (in my particular case it's even the most frequent use case).
But thanks to the developers of the default screenshot program in XFCE (whatever it is), there is a possibility to make screenshots of a selected screen region - we'll just have to quickly set-up a shortcut for it:
Menu => Settings => Keyboard => Application shortcut => Add => type the command:
=> press the keys you want to be the shortcut for this action (for me it Shift + PrintScreen) => done.
(Or one could simply run the command xfce4-screenshooter -r by pressing alt + F2 to take a screenshot of an area, but it's obviously faster to create a shortcut).