Welcome to Udemy. Most folks seem to default to using PowerPoint to create slides, but there are free alternatives as well, such as Google Slides.
For recording your desktop, again, many options here from paid applications to free. Personally, I use Camtasia but many people use OBS which is a free and open source option. Most of them are going to require some upfront learning for both recording quality videos and then, of course, editing the video so it's ready to publish.
Make sure to search on the forms as these have been discussed in many different threads, especially in the First-time course creation sub --> https://community.udemy.com/t5/First-time-course-creation/bd-p/Course_Creation
Best of luck to you.
