Like a screencapture of you playing the game to show its feaures and things? If I understand you correctly, then I dont think blender can capture and render out video from the game engine. For this you will need either Fraps, Dxtory, Camtasia or Camstudio. There are many other screencapture programs, but these seem to be the most widely used. You will be able to record what you need and save it as a video file format of your choosing.