PIR sensor + LED

these picture show how i connected the device.

Sorry but they don't do any such thing.
One is an Arduino with a wire in 5V and Gnd. The next is the same thing but with a grey wire coming out of pin 2. And the final one has a PIR sensor with three wires coming from it. The white one appearing for the first time.

However I can see that you have got power and ground connected to the sensor the wrong way round.
I said:-

I am assuming what you followed was correct and you made a mistake,

Well I half take that back. The video does indeed show the correct wiring but the Fritzing crap layout has it wrong.
You can see from this still from the video that the ground is on the left. Your third picture would indicate the power and ground are swapped over.

The code should be in code tags not quote tags, code tags are the top left icon in the row and looks like </>.