After you get the gimbal mounted, here are the final steps to connect the camera to the gimbal. Note that this is necessary for FPV and to power the camera from the vehicle's flight battery, but otherwise it is not required.
Image 1 (above): Peel away the protective felt-like cover.
Image 2 (above): Protective cover removed
Image 3 (above): Locate camera/gimbal cable (with gimbal accessories)
Image 4 (above): Carefully plug cable in (one direction only!)
Plug the other end (microUSB) into the the camera, and you're good to go.