Apple's Sandboxing requirements for App Store releases have prevented the Snagit (Mac) team from implementing the full Scrolling Capture functionality in the App Store. You will not see the yellow scrolling arrows in the App Store version of Snagit.
To capture a full webpage, drag the URL onto Snagit. There is a tutorial on web capture that will guide you.
This process is only able to capture standard HTTP pages. Any site that requires a secure login, or that has a static URL for dynamic page content, cannot be captured.