Unfortunately its not a pico feature. What I do is, stop the scope when you have a frame that you want & then click on.........
File Save as In the "save as type" box choose *.jpg save your capture as a jpg when you have several jpg images, you will need to make an animation from them. You will need a third party program to do this.
It sound complex, but if you can master a scan-tool then its a doddle. I switch between both versions of the Pico software as each has its own good points.
It is really only useful if you are trying to put something across to others. After all you are seeing it first hand, when it happens. Ignition waveforms are a good example. A single HT capture is of little use whereas an animation displays a bigger picture.