If you are using Google Chrome, you need to "Allow" access to your camera and microphone. Normally, a pop up will appear and you simply click 'Allow'. You then need to reload the page. See image below:
If for some reason you don't see this pop up, you can change the settings manually. Click on the 'green padlock icon' in the address bar of your browser, see image below.
A dropdown will appear. Click the 'Always allow on this site' option next to 'Microphone' then click the done button. You will need to reload the page for the change to take effect.
You should now see the 'Audio Level' meter move when you talk. The 'Next' button will also appear and allow you to continue to the 'Check your audio levels' stage.
You may now see the 'Adobe Flash Player Settings' dialog box, see image below.
Click on the boxes next to 'Allow' AND 'Remember', see image below:
This will connect your camera and you should now have a preview from your camera. A 'Next' button will appear after a couple of seconds and you will be able to continue to 'Connect your microphone'.
If you don't have a preview from your camera, refresh your browser. It that still doesn't solve the issue, check your camera is working using another application, such as FaceTime or Skype.
If the camera is working correctly in that application, restart your computer, log back in and start the set up process again.