I just completed the camera install for my CX-5, and it came out great. When I was looking to do this, I didn't see one complete resource or "How-to" so I'm going to try to give you some pointers if you're thinking of doing this.
If you want to test if your CX-5 stereo will look for the camera once it's installed, try this test: With the car on, hold down the power button on the radio, while pressing the Seek Up button. You'll get to a programming screen. Type in 92 and enter. The radio should now show a blank image and say "Check surrounds for safety" - at this point, the radio is trying to find the connected camera, but since it's not attached yet, the image will be blank. I think all CX-5s with the Bluetooth radio have the ability to add a backup camera, but this is a good test to prove it to yourself.
Here is where I purchased the camera: https://www.ebay.com (commissions earned) (From RetracToyota who posts in this forum). The design and cabling was perfect (correct length cabling, no crimping or cable splicing needed, just direct plug and play). The instructions leave some to be desired, but with the help of this forum, all is do-able.
Project length: Leave yourself 2 hours, it took me about that, and I was REALLY careful about running the wires so the installation was invisible.
Tools you will need: Flat head & phillips head screw driver, a metric wrench set WITH an extended (extender is needed to reach the screw in the dash that holds the radio in, which is on the underside of the radio near the vents - you won't be able to get your hand in there), plus a wrench to disconnect the battery terminal (no sense in risking a blown fuse)
Lessons learned: When taking off the trunk panels, don't just pop off some of the fasteners that hold the plastic trunk panels to the body, they unscrew (hadn't seen that design before, but also haven't worked on many newer cars). Also, make sure you reconnect the cable to the trunk lid, I acccidentally buttoned everything up, but didn't reconnect the trunk release, so I had to crawl through the back of the car, use a screw driver to release the trunk, then pull everything apart again (oops)
Instructions:
1. These were the instructions I used to remove the radio:
https://www.youtube.com/watch?v=aoncFAELsDQ
2. Then, connect the cable for the camera to the back of the head unit.
3. At this point, reconnect the car battery, and put the car in reverse. Even though the camera hasn't been hooked up to the back of the car, you should get the image from the camera on the screen. The stereo automatically searches for the camera, so if it's not coming up, something isn't connected correctly - nothing has to be configured (from what I saw with my installation).
4. You will want to mount the camera under the rear Mazda logo where the button for the trunk release is (this is the factory mount location). The exact location should be to the left of the trunk release button, but to the right of the left side license plate light.
5. Now, take apart the back hatch area to access this spot. Keep in mind, some people have drilled the hole and mounted the camera without taking the back hatch apart. I didn't go that route because I wanted a VERY factory look, no cables visible. In my opinion, that would take no less time than just removing the panels, drilling the hole in the plastic while OFF the vehicle, and then putting it all back together. Either way, you still need to remove the trunk lid trim panels. There is a post on here with photos of how to take apart the back hatch area, but it's pretty straight forward. There are a lot of snap clips that are not visible, so you'll need to just pull on the trim pieces to release, and push to snap them back in later.
6. When you drill the hole into the plastic, the hole is going to be SLIGHTLY smaller than the camera needs (likely by design, because you don't want the camera sliding or turning). For me, it would not go in immediately so I wrapped a piece of sandpaper around a dowel (or you could wrap it around a screw driver), and I ran the sandpaper through the hole to sand off more material and make the hole larger. Then I put some WD-40 on the camera itself to slip it through the hole - it was very snug (just as I wanted it), but it went in.
7. About 4 feet from the camera in the wiring, there is a black connector (it's small, and it doesn't look like it would come apart, but it does). Pull those two pieces apart, and this makes it MUCH easier to feed the camera cable through the trunk lid. I used a hole that was already drilled in the body of the car. There was a snap fastener there, about 4 inches up and to the left of the new camera location, so I removed the fastener to use the hole. There are plenty of other fasteners to hold the plastic logo piece to the body.
8. Run the camera wire to the top of the hatch (by the roof of the car). I chose to run the camera wire through the existing rubber and plastic wrapped conduit where the headlight wires attach into the body of the car. This was by far the hardest part of the job because it's tight and takes patience to get that wire fed through. You have to pop the plastic retainers that hold the rubber sleeve to the car. But once you get it fed through, the wire comes through into the ceiling in the rear hatch area.
9. Now reconnect the camera wire, and you'll need to run the wire from the rear of the car, to the connection you already made at the stereo. I elected to route it down from the ceiling, behind the rear quarter window, under the rear seat seat-belt assembly, then down by the front and rear door jam next to the floor mats (you can mostly just slip the wires between the carpet and the trim pieces.
10. Reconnect the battery, make sure the camera is still working.
11. If so, disconnect the battery again, and put everything back together (don't forget to reconnect the lights for the license plate, and the trunk release wire).
Enjoy! My camera has been working great, and has really good clarify even at night (factory quality).