How to connect FPV video into Hud in mission planer?

I mean doing something like that https://www.youtube.com/watch?v=DswKbp7BK9M I dont know where to connect camera and video transmiter (if it is needed at all)

I guess he is using a USB FPV receiver in his video. So you need a vehicle with an analogue FPV setup (camera and transmitter) and a matching USB receiver connected to the GCS computer.