You could recreate that video using any webcam, such as a Logitech C920, and Camtasia with its PowerPoint plugin. I suspect this particular video was done using Open Broadcast Studio and a cell phone, but Camtasia is better suited to course creation in my opinion (it's just not free.)
You'll also want to make sure you are well-lit so the video of you doesn't look grainy. You can also sound a lot better if you use a microphone and not just the one built into the camera or phone. USB microphones such as the Blue Yeti are easy to set up and use.