The quickest and easiest way to take a video capture of your model in action is:
Turn Animation for the model on.
Hold down the Windows + Alt + R keys to start the model running.
Recording starts automatically.
To stop the recording, click the Stop button in the little popup that appears after the recording starts. Note, you can also choose to record audio with your video by clicking on the microphone in the popup.
The Game Clip that is created is stored as an .mp4 file in the Users\User Name\Videos\Captures folder.