What you would do is record your screen while running the PowerPoint presentation.
We'd also recommend that you run the PowerPoint presentation in non-fullscreen mode which makes it easier to capture.
Here's instructions on how to switch PowerPoint to run presentations in a resizeable window:
- From the ribbon (or menu bar in earlier versions) click “SLIDE SHOW”.
- Then select “Set Up Slide Show”.
- In the "Set Up Show" window select “Browsed by an individual (window)” and select OK to close the dialog.
Now whenever you run a presentation it will happen in a window that you can easily resize and capture.