Is there a way to do that since I only have these images pasted in the doc?

This sequence will get you a PS file with the original screen capture pixels:

direct select the capture (white arrow tool)

in the Transform panel set the horizontal and vertical scales to 100%

Copy

In Photoshop, File>New>OK>Paste>Return (PS sets the new file dimensions to the clipboard content)

You can flatten this PS file, Save and link it into your ID layout.

If you paste an object nothing shows in the Links panel—you can only unembed when a linked file has been embedded.

The sequence I described works. PS sees the copied capture as a Vector Smart Object—you'll get the same pixels as long as the scale is 100%.

Left original right copied from ID

I don't think that will help, a pasted object exported as a snippet is still pasted when you place the snippet—it's not linked.

I like Rob reply.

If not, you can click unembed link and click "no", this will give you your embedded image that you can place in a folder and relink to document.

Here is an interesting idea.

A snippet is still that -- a snippet --, but it gets saved in a fairly easy parseable format: XML. Inline images are saved as Base64 encoded strings; on my Windows machine as a true color BMP, regardless of the "original" format. (I'm willing to bet this is platform-dependent and suspect it will turn out to be a 24-color PNG when saved on a Mac.)

So it's theoretically possible to write a script that saves a selected image as a snippet, re-reads it into memory, scans for the embedded image, saves that into a separate file, and replaces the selected image with the actual linked file.

You can use Photoshop's Difference blend mode to check if two images are identical. Here I've pasted an image into Indesign (no link), copied the pasted image from ID, and layered it over the original in Photoshop—it pastes as a Smart Vector. Difference shows they are identical.

But I wonder if you really need the snippet for a script. With pasted images there's no proxy—it's a vector object—so if you script a copy, the actual image is on the clipboard. With AppleScript you could save the contents of the clipboard via Photoshop or maybe skip PS and use Image Events for a direct save.

That works if you don't need the entire image. If you've cropped it inside if a frame in ID you get a cropped image in PS