I start the screen recorder, (bandicam in my case but there are many other options available: https://atomisystems.com/screencasting/record-screen-windows-10#game_bar), and then start a game, then hit whatever hotkey starts recording, play around in the game for a while, and then hit the hotkey to turn off the recording again. The video file ends up in documents/bandicam, which I just rename to whatever the name of the game is, and then move the file to launchbox/videos/[whatever-platform]/[whatever-game].mp4