You want to make score videos? Here are approaches for different operating systems.
There should be a hotkey that allows you to videotape the entire or a part of your screen with choosable audio input. You may use either virtural system-wide audio bus driver (like Soundflower or blackhole, available on GitHub) or hardware loopback functionality provided by your audio interface to bridge Dorico audio output into the videotape recording process.
Here comes an example of what I videotaped on my computer (my composition):
Even though non-LTSB/LTSC releases of Windows 10 have XBox Gaming functionality to help you videotape any Windows application, its audio and video quality may not meet your needs (looks more terrible and takes much bigger file sizes comparing to what can be done on macOS). Considering purchasing a Bandicamp license and using Bandicamp to capture the desktop. In this case, a good NVidia video card helps Bandicamp to videotape the screen in a more stable way without overloading the CPU. Regarding how to capture the audio at the same time, I am afraid that you have only hardware approaches (like what I mentioned above for macOS, e.g.: ZOOM UAC-2 supports hardware loopback) because software approaches cannot capture ASIO audio streams (unless you let Dorico to use ASIO-to-WASAPI adapter drivers like Steinberg GLL driver, FL Studio ASIO Driver, etc.). Nevertheless, it is sophisticate on WIndows.
P.S.: LTSB / LTSC releases of Windows 10 have no XBox Gaming functionalities, but there are approaches to get them installed.