Prototypes can come in several flavors.
Your choice will depend on the goals of the prototype, the desired features, and the skills of your prototyping team. This is the quickest method, often arising out of a short series of requirements-gathering or brainstorming sessions, and tends to focus on the functionality more than the form. Sometimes these take the form of sketches on a whiteboard or easel pad, and sometimes they're recreated in a digital form. They're sketchier but quicker than the other options. The screenshots are usually created in a program like Adobe Photoshop.