Camera Lens with Lock Ring
If you need to adjust the focus of your camera lens with lock ring (e.g. Hawk Pro/Sport, Buzz), follow the steps below.

When facing the front of the camera, loosen the lock ring by turning it CCW. It can be turned until the lock ring is just touching the front lip of the lens.

Then, loosen the lens by turning it CCW (the lock ring will just turn with it). If you loosen it all the way, the lens will separate from the housing, which is fine (just don't get debris into the camera housing).

While checking through your goggle's video feed, start tightening the lens CW (with the lock ring riding along) until the image is focused at the distance you like.

Next, back the lens out CCW about 1/8th of a turn, and hold the lens with one hand. With your other hand, tighten the lock ring CW until it touches the camera housing. 

Finally, hold both the lens and lock ring together and tighten CW the final 1/8th of a turn.

A video demonstration:

Board Camera (without Lock Ring)

For board-type cameras (e.g. TinyHawk series) which do not have a lock ring, the lens is held in place with a little adhesive. You will need to dab some CA (cyanoacrylate) debonder from a cotton swab onto the lens/housing joint. Be careful not to soak the camera/lens or get debonder on the front of the lens. Wait a few minutes, and gently try to turn the lens (should not take much force). Repeat as needed until the lens turns easily.

While checking through your goggle's video feed, loosen/tighten the lens a little bit until the image is in focus at the distance you like. Then, use a thick viscosity adhesive (i.e. Welder's, E6000, Goop, Shoe Goo) to  put a very small dab across one point of the lens/housing joint. This will keep the lens from shifting during normal usage.