The task recorder concept has been in AX for a long time and has had a few variations. In D365 the task recorder is still there that you can use to create task guides for users. However if you want to record screen shots then you will have to use Google Chrome and enable an extension.
Here is a quick overview
D365FO 1611 – Update3 (7.0.4307.16141)
You can find the download used in the recording here
The main help topic for the task recorder is located here