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 the arrow icon to the right of play, and click "Stream"
- Leave the default "Source: screen://" and click "Next"
- Select "File" in the dropdown and click "Add"
- Choose a filename then click "Next"
- Choose your encoding and then click "Next"
- Click "Stream"
Hope this helps.