Shift register m74hc165 connection
Comparing the two devices the basic difference is that the PL input (parallel load) is active high for CD4021 and active low for 74HC165 so you need to invert the digital state of the pin that drives it accordingly.

The connection doesn't change from the one shown in the link, only the pin numbers.
Also note that Q8 (pin 3) to Ardunio DigitalPin 9 (blue wire) is a mistype, it should say Q7 (pin 3) to Ardunio DigitalPin 9 (blue wire)

Your connection for 74HC165 should be

Q7 (pin 9) to Ardunio DigitalPin 9 (blue wire)
CLOCK (pin 2) to Ardunio DigitalPin 7 (yellow wire)
P/S C (pin 1) to Ardunio DigitalPin 8 (green wire)