It did not show up on several tries in the past. There is a built in recorder on Zoom and I highly recommend you use that. You can sign up for a free Zoom account. Now understand that Zoom lets everyone on the session know that it is being recorded.
If you don't want to do that then you would need to use a screen recorder to record it.
Be forewarned, many people do not allow Zoom meetings to be recorded by individuals due to copyright issues. So if you are doing it without their permission you could get in trouble.