MXM allows you to record your games using an in-game feature.
You can find the feature via the in-game menu, Options -> Game Settings -> General. You can record video with Ctrl +F12 key.
MXM uses the Bandicam Capture Library for its video capture. If you are having trouble viewing your capture files, you can download the proper codec here: https://dl.bandicam.com/codec/BDMPEG1SETUP.EXE Also, other Media Player’s (like Media Player Classic) will play Files recorded by Bandicam.
We are aware that there is an issue currently with MXM video playback using Windows Media Player. Our development team in working to resolve the issue and we hope to have a full resolution in a future update. Luckily there is a work around you can do for now.