Movie Maker
PowerWorld Simulator does not include a built-in tool for video capture or movie making. Commercial and freeware tools are available from other sources to capture video from PowerWorld Simulator, Retriever, and any other desktop applications. Current offerings may be found at the link below, or by simply searching online for video capture software.
Suggesting Link for Video Capture Software: http://download.cnet.com/windows/video-capture-software