How to use the drawing module on the Windows active screen?

Question

Microsoft Office

Versions of Office above 2016 have a wonderful drawer. Which draws only on active documents. I wonder if Microsoft has the same module, but separately, for drawing on the active screen. Searched - found nothing. But,
Khan Academy has a very similar drawing in the lessons. Maybe you know one?) I tried a lot, but in the office it's really the best ..)