Hello Piergiorgio, I'm no expert by any means and you don't indicate if you've done any guiding before. so I'll assume you haven't. I'll also assume you'll be operating from a Windows laptop. Anyway, I'll give you my impression about the camera and its use with your particular mount. What little I know about both follows a very brief glance through their on-line User Manuals.
Firstly, the QHY5-III 462C is made for colour imaging, so not the first choice as a guide camera. A similar size mono camera would be much better. However, if that's all you have available you should try it out by following all the advice given in the PHD literature described at the top of the main forum page. Ensure the guide cables are correctly connected.
The required cables come with the camera.
The laptop USB to the guide camera and it's ST4 cable from the camera to the Guide port on the mount.
Both camera and mount have ASCOM drivers, so before running PHD2, install these as well as the ASCOM Platform (Google for link). In the PHD2 Connection Wizard, the 'Camera' requester lists all the cameras it supports and you'll see 'QHY Camera' is there, so select that. Use the driver settings button to set its output to 16bit. The Wizard will also require you to use the 'On Camera' setting for the Mount connection. You should use the mount's ASCOM driver name in the 'AuxMount' setting. There's also a driver settings button for this so enter what data you have about the mount. Check that the correct COM port number (ssigned by windows) is entered. Windows Device Manager will identify this for you after it's all connected. Use a Guiding Speed setting of 0.7x to 1.0x sidereal rate. Ensure to enter the Focal Length of the guide scope (not its aperture nor any imaging scope specs).
Basically, follow all the advice provided in the various guides noted above and the PHD2 User Manual.
When you've obtined a good Calibration (warning-free), start guiding and swith to the Tools/Guiding Assistant for several minutes (at least a worm cycle) and then the recommended Baseling Guiding logs. Upload the Guide log and Debug log to the forum as detailed in the manual or on the PHD2 interface under 'Help'. The PHD2 experts will then be able to tell you how things look and what to do next.
Hope this helps.
- Jack