Don't always believe the SDR labels for signals you are not familiar with, I see a lot of wrong labels or labels for transient signals on SDRs that might mislead a listener. So if the label says it is XYZ signal use that as a starting point to research what it might be, but don't assume just because a label on an online SDR identifies the transmission type that it is correct.
First step is to note time, date, frequency, receiver mode, and receiver location.
An audio recording should be made, exactly how to make the recording, what receiver conditions to use, depends, a little, on the signal. But best default mode for unknown signals is USB and a filter setting wide enough to capture all of the signal. Name the file in a meaningful way. An example file name might be something like " Unk_1PPS_10149kHz_USB_17022018_1628z_local.mp3 " This is my naming convention for files at home, it tells me what the signal is (Unk_1PPS), the RX frequency (10149kHz), the RX mode (USB), the date (17022018, DDMMYYY), the time (1628z, 1628 UTC time), and that it is a locally received signal. If it had been received on a remote the "local" at the end would be "rem_xxxxxx" with the x's being the location or name of the remote. Or if the file has no location on the end I assume it is local.
If someone may do analysis of the recording save it in the best format available, one that compresses the least. WAV 16 bit PCM is one I use for those. However, the files can get pretty big, so for files I am posting to the web as examples I use MP3 or some other format with moderate compression to reduce file size. It might be worth it to save both a WAV and a smaller MP3 file, that way you can post the MP3 and have the WAV locally if more is needed. That is what I do, I save one WAV and one MP3 of each signal, one to keep (the WAV) and one to post (the MP3). Regardless, if you save as a compressed file don't over compress and start introducing bad artifacts. Play around a little with your specific software and find a compression level you like that does not seem to mess with the audio much.
Assuming using an SDR, if possible grab a screen shot of the signal on the waterfall. Get as much detail as possible. Don't forget to capture things like the frequency scale on the SDR so that people looking at the screen shot have a reference to the signal bandwidth and what is going on around it.
At the most basic level with Win 10 you can hit Alt-Print Screen and paste into MS Paint, that will grab a screen shot. If you have other software that allows more versatility so much the better.
Videos are great, and all the same stuff above applies. If you don't know what mode the RX should be in start with USB, make sure the RX filter settings capture all of the signal, make sure the audio is not overly compressed, make sure the video shows some detail such as frequency scale of the SDR.
All that gets the signal in an archived way for you to either analyze it later or share it for others to identify.
Beyond that you can start trying to ID features yourself, but how to do that is going to vary depending on the software you have.
I don't know what software works under Win 10, I don't use a 10 machine for any analysis or recording.
A program like Spectrogram 16 will allow you to see the signal in greater detail, zoom in on features and measure frequency components.
A program like Signal Analyzer will allow you to take the signal apart in greater detail, but it is not free and I am not sure of the current status of the software.
A program like Soundcard Scope will allow oscilloscope like viewing of signals.
Sorcerer is an orphaned software with some ability to demod common modes. The legal question on this software is in question, it is not and never was freeware, but I don't think the company exists anymore.
Along with various web pages (
https://www.hfunderground.com/wiki/Signal_Identification ,
https://www.sigidwiki.com/wiki/Signal_Identification_Guide ,
http://sferix.myweb.hinet.net/hfasia/ ,
http://signals.taunus.de/ and many more) there are some things in print that can help you also. Technical Handbook for Radio Monitoring HF is one, while a bit expensive it has many examples of modes and images and tables to help ID signals. Another is Signal Analysis for Radio Monitoring, unfortunately it leans heavily on expensive software but as a guide you can apply the information to other software sets.
T!