By default, when a camera marker is clicked, video from the associated camera is switched to the Primary Video Output. However, it is possible to change this behavior.
Right click a camera marker and select "Properties" from the pop-up menu. On the camera-marker properties window you will find the click options. In addition to the default switching option, an execute-command option is also available. Any command that you can execute from the windows "Run" prompt, can be specified here. Here are a few examples: