The capture card is actually optional if you're using a Mac, at least for some cameras.

I run my mirrorless via microUSB using two apps, Camera Live[0] and CamTwist[1], both free.

[0]: https://github.com/v002/v002-Camera-Live

[1]: https://www.macupdate.com/app/mac/24275/camtwist

Camera Live claims to only support Canon, but I can tell you that Sony ASP-Cs work fine. The details of how exactly to get it working vary by camera, but a search for "$your-camera webcam CamTwist" will turn something up.