Windows 10's new Game DVR function is supposed to be used for recording video evidence of your most glorious gaming moments, but it'll actually let you create videos of any open app or desktop software (though not OS-level areas like File Explorer or the desktop).
To summon it, simply press 'Win+G'. A prompt will ask you if you want to open the Game Bar. Click 'Yes, this is a game box' and various options will appear in a floating bar. Simply click the circular Record button to capture a video. You can find your saved videos in the Game DVR section of the Xbox app, or inside your user folder under 'Video->Captures'.