YouTube videos looking like Zoom videos- how?

I'm new to Zoom- trying to learn it. Meanwhile, I watch YouTube videos several hours every day- mostly about the Ukraine war and the UFO topic. Many, if not most of these YouTube presenters do the following- they'll show themselves in a square in a corner, while showing their desktop and on it they may show a document or often, a live, web site, especially social media sites. It all looks like many of the Zoom presentations I've seen. But, I don't know how the YouTubers do this. Are they just using Zoom, with only themselves being active? I've tried this and could indeed put myself in a corner (I have a Logictect webcam) and bring up my desktop with any document or online source. So far so good. But, if I try to record it- what I end up with in the recorded video file is just a video showing whatever I had on my desktop, without me in a corner square as the desktop takes up the full video. Presumably the YouTubers have some other way of doing this without Zoom. Here is a good example: https://www.youtube.com/watch?v=rUWwc7Q2520. That presenter mostly discusses the Ukraine war when not discussing financial investing. He may start off with himself on the full screen, then he shrinks that to a corner, while bringing up some social media site. I really would love to know how to do this. I  have lots of ideas on presentations I'd make. I may also use Zoom in the typical way, as a presentation to others or just for multi party discussions. So are such folks using Zoom or some special editing program. I do have an older version of Cyberlink video editing program but I don't think that program has such a feature. I wasn't sure which location to post this so if another would be better, I'd appreciate knowing which.

Thanks,

Joe