Teams does not yet have built in recording. This feature is expected to be released this Fall. Until then you can record meetings using 3rd party software like Camtasia or using the Game DVR built into Windows 10 via Xbox.
Note: Since these methods do not "announce" to attendees that they are being recorded you should sure to indicate on your meeting invite that the meeting will be recorded as well as announce that you are recording the meeting immediately after starting the recording in order to comply with any potential local recording consent laws.
To use the Game DVR, you must first install the Xbox Windows 10 app. Once installed, select Teams and press the Window Key + G. After confirming "Yes, this is a game", select to include your Mic and hit Record:
Please be sure to test this before using in an actual meeting to ensure it is getting both your microphone and system sounds (meeting attendees). You may need to change your default microphone in the Xbox app settings or in the Game DVR Windows control panel.