Where do I insert a micro SD card to the CapsuleCam?

You should find a micro SD card slot located at the side of the camera body. Push the SD card all the way in with its metal strips facing towards the back of the security camera, until you hear that it clicks into place. To remove the SD card, push the SD card in slightly, and it should eject from the slot.

Note: if you inserted an SD card while the device is powered, you would need to restart (power off then on again) the device for the SD card to be recognized.