Where do I set up camera & microphone for other connection?

Usually you just need to give the app permission to use your camera and microphone. On Windows, go to Settings → Privacy & security → Camera/Microphone and make sure access is turned on. Then check the app’s own settings and select the right camera and microphone.

I’d test both before joining a call. Nothing worse than spending five minutes wondering why nobody can hear you. There are tons of websites that can give you live feedback of your microphone while testing. Much easier than going to device manager every single time.