Scout out your location. Figure out the route, and the best places for you to film your subject's progress along the route. If it's outside, pay special attention to the sunlight, as you don't want to shoot directly into the sun. If it's in an indoor rock gym, make sure it's well-lit.
Prepare your subject. Let her know where you plan to stand while she is climbing. Ask her about any complicated moves that you should pay attention to. Attach and test her wireless microphone.
Shoot your video. While shooting, vary the shots to make it interesting. Get close-ups of your subject's face and his hands as he progresses along his route. Use a tripod to keep the camera steady, especially during close-ups. Try to hold your shots for at least 20 seconds, so that you have more flexibility during editing.
Capture your video, referring to your camcorder's instruction manual for help.
Edit your video with video editing software. Try to keep up a good tempo to make it exciting. Mix wide shots with close-ups, and assemble a narrative from the beginning to the end of the route.
Add music or narration as needed. Music can add an element of excitement, and narration can explain the route, or illuminate complex moves.