In OBS, add a new "Source". Which choice you use will depend on your operating system, but on macOS they're using the built-in APIs in the OS to do the captures. I think on Linux and Windows it's "Application Capture" or "Window Capture". Choose your Zoom meeting window. Mess with the size/position as you please, and hit record. The OOBE setup that OBS takes you through on first launch should choose reasonable settings for output and audio pickup, but do a test recording first in your Personal Room and see if its picking up everything right. At least on Linux/Windows I don't think anything special needs to be done to pick up Desktop Audio. On macOS, you might need to add a "macOS Audio Capture" source as well.

I use OBS all the time in the opposite direction, using the Virtual Cam plugin to serve video and content to a Zoom share. I have kinda draft of a walkthrough of my setup, with some explaination of like, the hierarchy of things and terms in the UI and how it all mixes together, that I haven't published but if there is a dearth of good basic setup docs for stuff it might light a fire under my ass to actually publish what I have and add some stuff for recording.