To connect a microphone to video camera it needs a cable, called as an XLR cable. This cable has a 3 prong connector (male) on one end, and a connector with 3 holes in it (female) on the other end. With a handheld microphone, push the female end of the XLR cable into the end of the microphone cylinder (where you'll see the three prongs protruding).
Usually there's a little button to push down so the cable can be inserted. The other end of the cable is inserted into the video camera, although you may need an audio adapter for the camera into which you plug the XLR cable. It's also wise to take a couple of extra XLR cables of varying length along with you on a video shoot. That way you can daisy-chain the cables together if one is not long enough to reach your subject. Or you may have occasion to use two external microphones simultaneously, in which case you'll need an XLR cable to connect each mic to your camera.
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