However, there is currently no built-in tool within Wonder.
You will have to use another tool such as QuickTime Player, Loom, or any other third-party source that allows you to record your screen.
Make sure to use a "strong" computer while recording. Both the video conferencing as well as the recording is heavy activities for your CPU (Central Processing Unit). The faster the computer, the better.
If you want to capture the audio of the event, make sure that the tool you choose gives you the option to record the audio output.
As always, we recommend testing your setting before the event!