Well you’d better have dust shrouds on your tools; otherwise, you won’t have anything to connect to. Here are a couple of shroud-equipped tools from DeWalt.
These particular models are grinders that are set up to grind concrete. The shrouds are pretty nice in that there’s a positive connection to the hose and they can be adjusted or opened so you can grind into corners. Here’s the vacuum the guy in the video was using them with.
You could probably use these tools to grind metal but you’d need to take steps to avoid starting the vacuum on fire — like using an inline spark arrestor or putting some water in the bottom of an empty vacuum’s tank and collecting without a bag. You would definitely not want to suck sparks into a tank that had any kind of sawdust or flammable material inside.