mach3 can not "record" the movements, but what you can do is,
create 3 Buttons.
1.-button1 -> create teachfile
2. enter in MDI Spindlespeed , Start spindle, start coolant and what else you Need
3.-jop to a Position
4.-press button2 witch put's the actual Position with a "G1 Xactpos Zactpos" into the file
5.-repeat 3. and 4. so many times you what
6.-press button3 to end teaching
button1 and button3 allredy exist in 1024 screenset (more or less).