Earlier quoted context omitted.
I think that part is assumed as Gnome/Linux and MacOSX have it built in?
Windows 10 has it built-in too, try Win+Alt+R.
It didn't work for me the first time - I had to open the game bar first. Also, I had to focus a Window. I cannot record the full desktop with this technique, so it's not quite the same as the linked application.