The cameras microphones are different they are sensitive and they pick up on everything. We use smaller less sensitive mikes for the hand-held and lavalier's, the distance which they pick up is less. The person speaking into them can be heard well, but little else is picked up. A variety of directional microphones exist, some use parabolic dishes to focus the sound from a specific but wide area, other directional mikes use a series of tubes which only pick up the sound from a small area. You can even test this yourself if you have a large satalite dish, point it at an area a few blocks away, put your head close to the reciever unit, you will be amazed at what you will hear.
Shotgun microphones are very long mikes that pick up from the area the mike is pointed.
They are expensive, but useful. First assuming you only have the camera, and no other microphones. If you want to hear what the person has to say get as close to the person as you can. How you shoot the video will be up to you to make a good picture, but since you are close to them you can safely use a wide shot. If you are using a tripod then consider zooming in and framing a closer shot of the subject.