Hello there, @Carrie9 ...
I'm a little curious about your question. When in Zoom, what would you like to do within Studio to make a recording? Zoom does have recording capabilities which would allow you to record a video of yourself, or you could even record your desktop (or whatever software you wanted to show to your students). I've seen our own faculty use Zoom in this way. You could then save that Zoom recording (usually downloaded as a *.mp4 file) and then upload it to your Studio library and embed it into any of the courses you teach in Canvas.
Do you think using Zoom recording tools would work for your needs? Looking forward to hearing back from you soon...thanks! Take care, stay safe, and be well.