A local disk is a disk connected directly to your computer.
To connect a local disk to your computer, simply plug it in. It will mount and appear on the desktop automatically.
Sometimes, you can predict exactly how a device will connect to your computer. For example, a thumb drive does not require any extra cables because it has a plug built into it that goes directly with a port on the computer. A camera does not have a plug that can connect directly to a computer, so you need a cable. Just find the cable that matches. Most modern still cameras use a USB cable. The big end plugs into the computer, and the small end plugs into the camera.