When to use screen captures. Too many style guides get turned into tutorials on grammar, spelling and punctuation. When the style guide is used by people who are not professional writers, as well as those who are, this emphasis is understandable. I generally try to solve this problem by having a separate section for the writing tutorial, if one is needed. Separate documents might be better, on the theory that a small guide is more likely to be read.
Many agencies do.
Of course, they may want to act as your exclusive agent, or some unacceptable arrangement, but it's worth checking. Here in Australia, many of them come on CDs attached to the monthly computer magazine, but I'm not sure if that's true in other countries. Some tools may have non-working or limited features, but many I've seen recently are fully working copies that simply stop working after 30 days. You probably won't have a user guide, but a lot of software doesn't provide one anyway. Check with the local STC chapter.