If you are doing a PowerPoint presentation you may want to show how something works like a website or some software. You could open the website or software and switch to it during the presentation. However, that can be time consuming and your computer may not want to play ball. However, you could record it in advance and have it as a movie in your presentation.
PowerPoint has a screen recorder built in to do this, although the Mac versions do not but I will tell you how you can do that in a moment.
The screen recording allows you to record the audio too and the mouse pointer. You can choose to not record those and just what is happening with the software.
If you are using a Mac, and this includes the new 2016 version, there is no built in screen recorder but there are lots of screen recording/screencasting software available. My favourite is Camtasia (Techsmith website), there are a lot of editing options and can add in lots of graphics later, you may want this even if you have Windows. It comes in both Windows and Mac versions. There is a 30 day free trial.
Techsmith also do a cheaper version called Snagit. Click here for more about Snagit on their website
A free option is to use QuickTime Player that comes with your Mac. You can choose New Screen Recording in the File menu. If you need to edit you will need to use something like iMovie, should also be free with your Mac.
Here is a video, made with Camtasia, to show you how to do the screen recording in PowerPoint.
Thank you for a good comparison. Your advice helped me a lot.