Well, it's possible to screenshot a story without the person knowing. However, if there are copyright restrictions or it's against the platform's rules, you could get into trouble.
Technically, you can screenshot a story. But it might not be ethical or legal depending on the context and the terms of use of the source.
You can do it, but keep in mind that some stories might have protection measures. Also, morally, it might not be the right thing to do if the owner of the story doesn't want it shared or captured in that way.