If you want to capture your lesson, you have to use Hardware or Software equipment for it.
For simple recordings, you can capture videos on your own computer and upload it later. There are many good capture software. You do not even need to buy a special software. There are also system intgegrated application e.g. Quicktime, MovieMaker, Powerpoint, etc. which allows you to capture videos directly on your system.
Enhance your recordings with Annotations and Arrows afterwards
If you want to enhance your recording with arrows, bubble or annotations, you can use following software:
Low-cost TV studio
If you want even more, combine live camera video, clips, photos, 3D graphics, lower thirds, audio and more to create a stunning recording or live video, please have a look at: