I am not 100% sure, but it may be done via some form of Screen Capture per frames of "wanted video", then saved as a Windows video file.
Might be able to use the Windows Media Player application for this.
If you want to go at this in a big way, there are lots of video editing and manipulation applications for $ell!
($ell read as $$$!!!).
Can Power Point use .AVI and .MPG files?
Power Point may even have an internal app for doing this...but due to my very limited use of Power Point, I have no clue...
Hopefully someone else will jump in here and pull me out of the quick sand!