I'll take a stab at this.
The CCTV lens is a C or CS mount in a T adapter. The T adapter screws into the ZWO camera and bottoms out. The CCTV lens focus is adjustable by loosening the set screw and twisting the CCTV lens in or out. Mine was set well from the factory, but if it needs adjusting, the procedure should be unscrew the lens a few turns, then slowly screw inwards until stars are sharply in focus. This is focusing at infinity since stars are considered as point sources at an infinite distance for our practical purposes. If you continue screwing the lens inwards past "infinity focus", the stars begin defocusing, but more importantly you risk having the rear of the CCTV lens contacting the IR window on the ZWO camera. Contact may vary from camera to camera or what CCTV lens they are able to supply.
Aside from just this case with the ZWO cameras, it is always good to check for protrusion when using C or CS mount lenses. One has a 12.5mm flange focal distance and the other is 17.5mm. They are thread compatible so if you mount one on the wrong camera you will either not be able to focus to infinity or collide with a protective window or worse, the sensor itself.
ratchet