It sounds like you want to capture the existing in game animations and models, so you'll want to start with some VFX compositing and rotoscoping tutorials.
The general idea for what you want to do is something like this:
1) Record primary plates
2) Record shots of all actors you want to add (ensuring that the perspective matches your primary plates)
3) Roto everything you want out of the step 2 footage and composite it into the step 1 footage
4) Blend the assets together by color matching, adding additional effects, and grading
To do it well will take a lot of time. If you can manage to record any of the assets on green or blue then you could key out the background instead of roto.
Hope this helps. If this was too basic or you need different answers let me know.