Use a screenshot? F2 ingame. =P
or you can google "HOW DO I CAPTURE SCREENSHOTS OF WHATEVER OPERATING SYSTEM I AM ON" and yeah.
Also, by proof i think he mean't video. Screenshot isn't really enough to punish someone.. Except for chat related stuff but the chat could be photoshopped.. So yeah. Just them standing together for a second for you to take screenshots isn't something to punish for now, is it?
Or he's can just recording