Good day,
In general there is no functionality standardized to capture the screen within mendix and I would recommend to also not implement such a feature from an User Experience point of view.
The question I would like to ask you in this case is: What is the intended purpose of the recording?
There are some tools that can help with recording movements of users for analysis purposes such as HotJar and if you want to capture the screen for feedback purposes, the standard Mx Feedback Widget would be sufficient.
In general, it is sometimes easier to use an external program for such features (MS Teams for example), than to implement it directly into an application (screen capturing tends to be heavy on performance)
Hope this helps
with kind regards,
Geoffrey Doornbosch
Mendix Consultant and UX/UI Expert