Instructions directly from the new Form 4 (July 2014 Revision)...page 5
g. Photographs and Fingerprints. An individual transferee, except if
licensed as a manufacturer, importer, or dealer under the GCA, must (1)
attach to Item 16 of the ATF Form 4, a 2 inch x 2 inch photograph of the
frontal view of the transferee taken within 1 year prior to the date of the
application and (2) attach two properly completed FBI Forms FD-258
(Fingerprint Card with blue lines) to the application. The fingerprints
must be clear for accurate classification and taken by someone properly
equipped to take them.
Your local police station can most likely do them for you but check to see that they use the FBI FD-258.