Print without support, however, the Bump Guard has two tiny pieces of support modelled which need to be snipped off. They are below the attachment lugs for the white Filaflex strap.
To remove the GoPro, stretch the retaining strap rearwards over the back of the camera and push upwards from underneath using a finger through the hole in the base of the bump guard.
There are two brackets to attach to the Spyda 500, one each of the DeeJayEye arm and Crossfire arm plate versions. Choose which one suits your needs.
There are various patches and settings for various flight controller boards to enable the servos to drive the camera correctly. A good place to start would be : http://www.rcgroups.com/forums/showthread.php?t=1793759
One caveat for live FPV, you will need a low profile GoPro AV lead like the one shown in the picture, to fit under the flexy arms.