Assuming you have the green screen material already which is in my equipment list you’ll need some software. The software allows you to key out anything with a green colour (so be sure not to wear a green t-shirt) 
ManyCam will do this as it creates a virtual webcam with the effects you choose applied. I use OBS Studio but that is more geared towards live broadcasting. Adobe Premiere Pro will also let you chromakey in post-production.