Depends you could do it in three ways, if you have a tv with a video output then that would work, or if you have a vcr/dvd that has two output then that would also work. The worst way to do it is to get a y cable and attach it to the tv and the capture card, this is bad cause your effectively cut the power in half.
If you don't have any of the above but you have the cash to spend, look for a thing called a distribution amp basically it takes a input and split it and re-powers the signal so there isn't a lost of quality. Of course all this is assuming you're using a composite or component signal.