Your camera should automatically connect after you click 'Start Set Up' however if the camera preview does not open, it could be that the 'Flash Plugin' is disabled.
If the Flash Plugin is disabled by default, below we describe how you enable it.
Allowing the Flash Plugin
1. Click on the ' Cog ' icon in the top right-hand corner of your browser, then click on 'Manage add-ons' option. See image below:
2. Click on 'Toolbars and Extensions' on the left and look for 'Shockwave Flash Object'. If the Status is set to 'Disabled', click on the row and click 'Enable' at the bottom of the panel.
3. Reload your browser for the change to take effect.
4. 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.