How do I save a short clip of gameplay?
You can save the last few seconds (or minutes) by hitting the F10 key while recording. When you stop recording FBX will create a video file of the time running up to when you hit the hotkey. You'll see it in the list on the Recordings tab.
Make sure you're already recording or you won't be able to save a clip.
You can change the hotkey in the Hotkeys tab, and set how many seconds to save on the 'How to record' tab.