Borat is something like Candid Camera meets All in the Family on steroids, with bigotry, other shocking attitudes and behaviors, on parade at every turn, amidst a lot of inspired clowning.
The question is: how candid is this camera, which can't be hidden, given the angles, but still pretends it isn't there?
The film pokes fun at this news reel and documentary motif, by making Borat's traveling companion a camera shy TV producer. When the two have a falling out and the producer absconds with the bear (a long story), Borat is "all alone" (but how can that be?).
The camera is strongly an omniobjective third person, and yet Borat talks to it, confides to it.
The candidness of those playing themselves in this film is what makes it so comical, so if The Making of Borat on the DVD discloses lots or rehearsing and/or retakes, that'll detract from the sense of spontaneity and improv, by turning "real people" into comic actors (like Borat himself, a top ranking professional clown).
Our sense of it, in the audience, is that the Borat plus cameraman combo, with lurking producer, must come across as believable to these North Americans, who see themselves as if on TV anyway, from having watched it so much. So their unselfconscious on-camera behavior does come across as completely candid, especially on that TV studio set, where the talent is quite used to living on screen.
In disrupting the weather report, Borat exposes the invisible rules by breaking them. The weather guy finds this irrepressibly funny, in keeping with the overall tone and technique of this film.