If you have an intel cpu with quicksync you can use something like OBS for encoding with it. If you mean you are playing games with igpu and want to capture it, yes any capture program can do it like with a normal graphics card.
https://obsproject.com/forum/resources/how-to-use-quicksync.82/
http://helping-squad.com/quicksync-shadowplay-hardware-or-cpu-encoding/