You can record agents just by using UCCX (no additional servers such as MS or WFO/QM etc required) only if they are using CAD. If your agents are using Finesse Desktop, then you will need either MS or QM/AQM etc.
If you have agents there who are using CAD then you can follow below document to configure recording for them just using UCCX:
https://supportforums.cisco.com/document/13129456/uccx-recording-and-monitoring-configuration-and-log-collection
Regards
Deepak