This is how I do it on Linux:
Install necessary tools:
apt install gimp scrot
Take the screenshot: # Interactively select a window or rectangle with the mouse
scrot --selection screenshot.png
Open the screenshot and annotate it with gimp:gimp screenshot.png
Then in gimp:- Tools -> Selection Tools -> Rectangle Select, and mark the area
- Select -> Rounded Rectangle, and keep the default
- Change the color to a nice blue shade in the toolbox
- Edit -> Stroke selection