Threaten & in-between check
It's nice when you can take a piece. But if the other player captures one of your pieces immediately afterward, it is not that much use.
In situations like these, you should try to put an extra burden on the opponent. Through an in-between check, for example. This forces your opponent to save his king, which buys you time to attack.
In the example you can see how you can use an in-between check for this purpose.
What do you have to do?
Win material. First give an in-between check and then capture an unprotected/valuable piece.