As I say in the description, unfortunately there isn’t a built-in way to record video directly via the software. You can export hi-res stills using the icon at the bottom of the GUI, but for video you need to use either software capture or a dedicated hardware device.
Hardware is preferable because it doesn’t compete with the generative computer for resources while capturing (I use an older Atomos Inferno, but the Ninja V would be my choice now). That said, you can still get good results with software capture if your PC is sufficiently powerful.
OBS and the Spoutcam plugin is my favoured software method – the link below should provide you with the components that you’ll need. There are other options too – basically anything capable of receiving Spout and recording should work (a few users use Touch Designer).
(BlackMagic Design make similar devices)
Please feel free to contact me via email if you need help.