You can enable screenshots in your Execution in two ways depending on the type of Execution you are using. 

  1. In the Create Execution Configuration page for Dry Run Executions or,
  2. In the Executions page for Normal/ Quick Executions

1. If you are creating a Dry Run Execution directly from the Test Cases page, you can enable the screenshots in Execution Configuration page as shown below:

How to add/edit/delete Execution Configuration?

Change it to 'All Steps' from the default selection 'Failed Steps'.

2. Otherwise, if you are creating a Normal/Test plan in Create Testplan page for executing a Suite of Test Cases, you can enable it here:

How to create/edit/delete Executions?