When a game runs in full screen mode the desktop is no longer rendered. So it is not possible to capture anything on it. You would either need a second monitor, or you can try a program that forces the game into a windowed or fullscreen windowed mode. Also window capture is then the better option because display capture can not capture programs that are under your game. Just make sure Aero in Windows is enabled, otherwise window capture can not do it either and you would have to layout the game and the other programs, so that they are all visible on the desktop.