Windows 10 has it built-in too, try Win+Alt+R.
It didn't work for me the first time - I had to open the game bar first. Also, I had to focus a Window. I cannot record the full desktop with this technique, so it's not quite the same as the linked application.
Still not as smooth as on macOS, but getting there.
I'm on the latest Windows 10 and I still only see static image capture options.