If you mean making demos the game will play when you start winrottgl,
when the level starts, type in '\dipstick', then '\record', the game will
ask what level, type in a number, and play for a minute or so, then type '/stop',
the game will ask what demo number to save as (1-4), type a number and
the demo will be saved.
If you mean making gameplay videos, fraps is a good recording program,
www.fraps.com
Hope this info helps!