Some cameras have a built-in microphone with an audio output socket that can be connected to your Mac through an audio input device.
Alternatively, you can use separate microphones. Note that some microphones output a mic-level signal; others output a line-level signal, which is stronger. Similarly, some audio input devices require a mic-level signal while others (such as the built-in inputs in the Mac) require a line-level signal.
Generally it is best to use a line-level signal, because the cable length between the microphone and the audio input device may be quite long, and line-level signals are less prone to noise and interference.
Line level microphones contain a pre-amp which requires power, in which case you will need a 12V power supply and, ideally, a combined power-and-audio cable to connect the microphone. Some cables have two power connectors, in which case you can power a microphone and a camera with the same cable.