It is plug and play like any other mic. Simply connect it.

Which mic are you attempting to connect?

The XR520E uses the 'active interface' connection which requires a suitably-equipped mic such as this one.

Cheers

Mick

The ECM-CG50 connects either to a 'cold' accessory shoe – basically an inert bracket to physically support the mic without electronic connection – or adapts to the sort of 'hot' shoe typically found on a DSLR, 'hot' signifying the electronic connection.

However the 520E's hot 'active interface' behind that sliding door isn't a standard DSLR hot shoe, so you won't be able to use that connection with the CG50.

You can still use the CG50 with your camera but you'll need an accessory bracket (something like this) if you want to physically mount the mic, using the mic-IN jack to make the electronic connection.

Alternatively, look at one of the mics designed to fit the active interface mount.

Hope that explains what's going on.

Mick

Edit: I just came across this which should work to adapt your mic to the 520E, although it may only be available via US retailers.