Q&A for How to Use a Digital Camera As a Web Cam

That is a standard USB 2.0 to microUSB cable. It comes packaged with digital cameras (and it should have came with yours, too).

Try using Google Shopping to see what's available in your area; I would recommend a GoPro as they are quite cheap and have good quality, but you may be able to find something better or cheaper if you search around a bit.

Then the camera should simply work once you plug it in, although most cameras have built-in drivers when you plug it in.

If it didn't come with a CD, then it shouldn't need a CD install for the camera. It may need a software downloaded from GoPro's website, check there first.