Do I need recordings of what he says and pictures of what is on his computer screen as proof of his sexual harrassment?
The difference in winning a case or losing a case is in the quality of the evidence.
That you SAY he has done something or SAY you have seen something is one level (rather low on the scale).
Having another employee testify in court to corroborate your statement is a much higer level of evidence. But chances of another employee risking her job is slim.
Recordings of what he says and photos of the pictures on his computer are the highest and best level of evidence.
Since he is shouting this out for everybody to hear, there is no law against recording his public utterances. And if you can sneak a digital camera into his office to photographe his computer when the pictures are visible, that would also be great.
Once you have the evidence, I believe that you have to report his behavior to owners or corporate officers in writing accompanied by duplicates of your evidence. But you might be wise to consult an employment attorney who specializes in sexual harassment claims for instruction on how to get it right. One way or another you might find yourself out of a job, so you at least want to pave the way for a wrongful termination lawsuit.