In addition to everything Charles mentioned, a couple other thoughts.

After creating the tutorial with headings, save it as a PDF and choose the Save Option to generate the headings as bookmarks, then go to File-->Properties-->Initial View-->Navigation Tab and change from "Page Only" to "Bookmarks Panel and Page."

That's a bit more user friendly way for the reader to click around, especially if you share the document with colleagues but for yourself as well.

For screen shots, I have used many programs. SnagIt is one. If you are just using still shots (no video or narration), I like either LightShot or PicPick (both free). PicPick seems to take nice quality and has some handy editing options. I was recently introduced to LightShot and like it because it seems quicker for generating the images and working with them, but it depends on your main usage.

For video recording, again I've used quite a few programs out there. I'm not a huge fan of CamStudio, but it does offer a basic free option. I have seen others too that are better and still fully free but include a watermark (I used Screencast-O-Matic for a while, and you can turn the mouse into a yellow circle or whatever to guide the demonstration). A quick search shows that new ones have turned up, such as ShareX (never tried). Or of course there are plenty of paid versions. I eventually forked over for Camtasia because I like making tutorial vids and it's pretty versatile. If you are a student or faculty you can grab an edu discount if you won't be selling the material.