You may download the free databases on the websites such as poi plaza or speed camera poi. Any txt data file compatible with iGO 8 navigation format should be recognized by GPS HUD.
Here's link of those two sites.
I've seen a few more sites providing the information, go googling for more to discover.
Once you downloaded the txt file, say, au-speedcam.txt, which is Australian speed camera location database, move the file to GPSHUD folder in sdcard. If the folder is not exist, create one with that name.
Then, run GPSHUD Pro on your phone, press menu key, and select "Speed camera update". Importing will be started and take some time to complete depend on the size of database.
After completed, you are ready to go on the road. If a speed camera is within 500m ahead, alarm should be notified with red camera icon and sound which can be changed to meet your needs.
I would like to remind you that the credibility of the database is not our responsibility, and the text file format is quite simple enough for you to edit or delete pois so that you can add new one by looking for another camera location in your region with Google earth.
Meanwhile, I think it would be better to make an application for that purpose and actually began to design it.
Please feel free to ask questions if you have any difficulties by email.
Thank you for your support.