It used to be that if you wanted to record a video of your screen, you had to buy some commercial software. Not anymore. Microsoft Stream (included in many M365 subscriptions) recently released a feature to allow you to record your screen, we have found this useful for training or marketing activities. You can optionally record yourself at the same time with a front-facing camera, if you want a view of the person speaking.
Videos are stored on Stream, and privacy settings can be controlled for each video before it is uploaded. Videos can be downloaded, and the format they are stored in is compatible with YouTube, so if you want to record something for later upload to YouTube you can do that as well.