The closest thing I can think of is Problem Steps Recorder.
You can access it by clicking the Start button and typing "psr.exe" and hitting enter.
This tool will record each mouse-click and save it as an image, then compile everything into HTML (more specifically, a Microsoft MHT file). However this is not a video capture tool. As far as I know, there isn't one built-in to Windows.
You may look into downloading the free VLC player. With VLC, you can use your desktop as a capture device:
- Click Media
- Click Open Capture Device
- Choose Capture Mode: Desktop (at this point, you may want to set a higher FPS)
..and then stream it to a file:
- Click icon to the right of play
- Hit next, then click Add next to the dropdown (make sure File is selected)
- Choose a filename and click Stream
Hope this helps.