Hello Orangeatang
Well you could do that by just creating a matinee and click on movie option, there you will have some options, you can choose the resolution of your movie and other informations, also you can uncheck the options to hide player, disable movement, etc if you want to play with your character, then simply press ok and it will open a window where you are recording your gameplay, play around a bit and close that. Your movie will stay on folder: “project_name/saved/videocaptures”
Hope it helps.