If you mean pulling video from an HDMI source like a DSLR, camcorder, or game console, you need a capture card. Something like the Elgato HD60S, 4K60 Mk.2, or even a Magewell unit. These generally cost a few hundred dollars.
The cheap $15 'USB to HDMI' adapters will not work; HDMI is not bidirectional, and they are set up to be a video-over-USB device to attach an extra monitor output, not a video feed input.