To change the recording settings, click the arrow next to the Record button.If you're using OS X Yosemite or later, you can also record the screen of any iOS device (iPhone, iPad, iPod touch) with a Lightning port and iOS 8 or later. Movie recording works with your built-in camera and many external cameras. It can also record audio from a microphone or record the screen of your Mac. QuickTime Player can record a movie from your camera, or record the screen of your iPhone, iPad, or iPod touch. Beginning with OS X El Capitan, you can also use split-screen view and stream videos to your Apple TV from QuickTime Player. To view a video in full screen, click the full-screen button or choose View > Enter Full Screen. You can also repeatedly click fast-forward or rewind to increase playback speed in increments. To move quickly forward or backward through the timeline, swipe with two fingers on your trackpad, scroll with your mouse, or drag the handle in the timeline. The controls appear when you move your pointer over the QuickTime Player window, and they hide when you move your pointer away. Use the playback controls to play, pause, rewind, fast-forward, adjust volume, and take other actions. Use QuickTime Player (version 10) to play, record, edit, and share audio and video files on your Mac.
The resource below will provide an overview as well:
But before you do that, click on the Help command in the Menu bar to learn how to use QuickTime Player. Choose File and then the option you want (New Movie Recording, etc.). If not, click Done, then head up to the menu bar in the top-left corner of your screen and beside the word QuickTime, you will see file.
If you had a file that you wanted to play using QuickTime, you would select it from the Finder window and choose Open. Yes, you are correct that a Finder window appears. Sorry about the confusion regarding QuickTime.