OK. But I'd suggest the direct approach will be more fruitful. By that I mean just pointing a camera at the sky like a security cam is not likely to get decent results. It's a BIG sky out there.
I suggest instead the approach of FIRST obtaining a nice portable astronomical telescope that can be dragged into the field and quickly set up. A low power sighting scope attached to it is very useful for homing in on "suspicious" objects.
Note that most "UFOs" simply appear as "stars" or "lights" in the sky. chances of seeing some 50 foot wide disk flying over your car are close to nil. This leads to the SECOND important item. A star chart and astronomical knowledge of stars in the sky. You NEED to know if that funny bright light is "Venus", a bright star in a common constellation, or something which DOES NOT belong in the star chart. You need to learn what belongs up there!
And lastly you need to try to get some information and try to travel to where the action is. UFO activity often occurs in "waves" and your chances of finding something will be much greater if you drive to "hot spots" of current sightings as reported in newspapers and the like. A camera out your bedroom window just isn't going to do it even if it runs 24 hours a day. To get data an EFFORT needs to be made here!
Again I reiterate a telescope is ESSENTIAL. I'd try to set up a nice astronomical telescope (there are many inexpensive toys out there that work quite nicely) with an attached camera for recording the objects you spot. Have a nice low powered sighting scope you use to aim the camera telescope. Trying to aim a high powered astronomical telescope at some light in the sky in a hurry is pretty darn difficult.
Then analyze your data. Usually you see some bright lights moving around in the sky you SURE are UFOs. Well, they ARE "ufos" because you don't know what they are! But if you look through a telescope or at the pictures taken through same, you find that aircraft landing lights or other lights are easily seen with magnification. A red and green pair of lights (wing lights) are a give away that the object is ordinary aircraft of some kind.
And always be aware that there are SERIOUS efforts by governments to discredit all interest in UFOs. (note ridicule and name-calling already present here) UFO groups are heavily infiltrated and neutralized. Decent pictures given to authorities will disappear. Always keep secret copies. So keep a low profile and be careful out there.