Are you looking at the $7 and something camera on HK? If so, it looks like an 808 keychain cam. These have been around for a while and are quite popular. However, there are varying degrees of quality and this one looks like it is a standard definition version instead of HD. Plus, looks like its on backorder, at the moment.
To answer your question, these cameras use memory cards which can be inserted into a card reader to download the video. Also, they come with a USB cable that can be used to download the video - this is the easiest way. The computer sees the camera as a drive.
The latest and greatest 808 Keychain camera is the #16. Its high definition (as they have been for quite a while) plus can be used as an fpv camera! The picture is not that great, but it certainly is a nice feature. These will set you back around $45 US. I'll post a review done on the camera, below.
These cameras are sold over ebay (mostly) and you have to be careful who you order from. There are a lot of "fakes." You can find the vendor from the review posted on the youtube comment section below the video.