Hi Stiz, thanks for participating in our community here.
When I'm running my show I use WebCamMax to switch between my camera & the desktop. It works great for a live show, but it's probably not the best tool for doing recordings though. You can check it out here:
WebcamMax - Add videos, pictures and effects to virtual/real Webcam and broadcast on messengers
The other option is to record your talking & screen captures separately. It's pretty easy in Camtasia to import other video types and edit them right into your presentation before you produce your final video.