Helium Frog can work only with direct x devices. It does not need Direct X installed to work as it has all the necessary files embedded in the software.
However it does require your device to have installed a direct x driver for that particular device. You cannot expect to connect any old camera or camcorder and expect software to recognise it.
As a rule of thumb if your device can be used in webcam mode (ie can stream live video via a usb port) it will work with helium frog. Most cameras do have a usb port, but the camera is only recognised as a hard drive to enable file transfer, not streaming video. Camcorders are often connected to a video capture card to input video or to a firewire card / port. The port or card is recognised as a windows device and will work.
There are tutorials on the helium frog website (See documentation link on the left menu).
Free Animation Software at
www.HeliumFrog.com