I know Draw Something for iOS and Android can save drawings. For the life of me, I can't find this feature in the Windows Phone version. I'm not sure if the WP version is as up to date as the other two, so I'm not sure if it has this feature. Can someone point out where it would be if it existed (i.e. how do you do it on the other platforms)?
You can't save images in Draw Something for Windows Phone.
If you're on WP8 then you can take a screenshot by pressing the power and Windows keys at the same time. WP7 can't do screenshots by default but if your device is unlocked then you can install ScreenCapture to take a screenshot.