You can capture audio and video from an HD device with an SDI port, provided your computer has a supported SDI capture card installed, along with its drivers and software. Similarly, you can import HD footage from XDCAM and P2 sources provided a supported XDCAM/P2 capture card or drive is installed, along with its respective driver. The correct installation adds HD project presets to the Load Preset pane of the New Project panel and HD capture formats to the Capture Format drop-down menu in the Capture area of the Custom Settings pane.
You typically connect the HD device to your computer by connecting its SDI ports by coaxial cable with BNC connectors. To provide device control (Windows only), you also connect the serial port on the device with an RS422 or RS-232 port on the computer. Refer to the setup instructions provided by the capture card manufacturer.