Do they all work like this?

Yes and No. Specific adaptors are generally made for certain camera/scope combinations. However, there are also some generic "mounts" which would allow you to connect the two devices. It really boils down to the specific camera/scope combination. One thing I can tell you though is that it is very important to have a scope with a large amount of eye relief otherwise you will end up with pictures that have "vignetting". Vignetting is when you take a picture through the scope and end up with the "tunnel effect." In other words the picture is circular in nature with black around the outside of the circular picture. Long eye relief helps to correct that.