It is most likely that the camcorder will record a DV stream. Stick with a mainstream brand to eliminate the possibility of some weird third party format. Your camcorder will likely come with software that will pull the raw data over to your computer. Once you have it on the computer you can cut it up using the software, it isn't until you come to spit out the final product that you need to start thinking about compatible formats again. That is a choice based largely on your potential audience and what you have available to stream and play the video.
Some camcorders will likely record in a compressed format to save you a step, but for the most part it is better to stick to a DV stream and compress the video for web delivery as the last step to preserve the quality. Too many compressions will slowly kill your quality.
As for software I've used
Adobe Captivate to create software tutorials for dummies. It is very easy to use and required very little intervention other than pressing record, doing the task, then going back and adding explanations or simplifying some of the tutorial steps. There is another cheaper product we use in this office but I've not used it myself. If you do a google search with "adobe captivate alternative" there's bound to be other programmes to find.
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