Place a Camera, Monitor and a improvised Keyboard (for the Interaction with the Camera System) on your map.
Make a Render Target for the camera and make with right click on it a Material.
If you did that then, you can now select the camera and give her the Render Target. Now select the keyboard and click on the plus of CCTV camera in the CCTV settings. Select the camera that you have placed in your map.
The same with the Monitor.
Now you can insert the material of the respective camera in the CCTV Camera Lens Mats, exactly in the order in which the cameras were inserted.