Stacking the set of screen captures you would gather using the procedure you outline, @user4, would not result in a 3D volume which corresponds to the original image volume geometry. Because you are viewing the the slices from an oblique angle in the 3D view, the series of png images you would get out would be like frames of a movie showing the volume rendering of each slice from exactly the current perspective. Perhaps that is what you want, but I suspect not, because this is not what you would accomplish by applying transfer functions to the raw volume.
I noticed that this question is probably related to the prior discussion here: How to save the volume pixel data in display area?
If your goal is to get a vessel mask, the segmentation approach suggested by @rbumm is likely to be the best one. Find a segmentation approach which identifies the voxels you want to include in your mask, convert the mask segment to a labelmap volume, and then use Mask Scalar Volume to apply the mask to your original volume. There are many segmentation approaches which look like they would be easily successful for the data you have. A few suggestions of possible approaches would be:
- thresholding followed by getting rid of small islands
- painting with a large brush and a restricted intensity range
- grow from seeds
You can get a sense of the segmentation tools available and how to use them here: Segment editor — 3D Slicer documentation