Digital camera by default get JPEG format. JPEG has become the standard for smaller cameras because it has the highest compression.
If you have a canon camera, you can download the latest version (upgrade) and the software manual from the Canon USA website. The manual will explain how you can edit and save the files as either M-JPEG AVI or (Qucktime)MOV file formats....Or you can use any audio/video converter. As it supports a vast variety of files formats.