OBS Studio is very popular in the game streaming community because it's free and great at broadcasting games out to Twitch and other sites. To capture your entire desktop and all the windows on it with a full suite of options, you need a third-party app and, while there are many, we like OBS Studio for this purpose. Snipping Tool can capture more but it doesn't support audio and it is rather feature-limited.

The biggest drawback to using the Xbox Gamebar to screen record Windows is that it can only work with one app at a time and will not show the desktop or File Explorer. (Image credit: Tom's Hardware) Recording the Whole Screen with OBS Studio