Hi Katharina,
I don't have an example handy, but the "coordinates" and "connectivity" arguments are arrays you construct that describe the vertices and zones of the hexahedral mesh you want. The "coordinates" argument is supposed to be a (N_vertices, 3) - shaped array of floats that has the x, y, and z positions of all the vertices in the hexahedral mesh. The "connectivity" argument is a (N_zone, 8) - shaped array of ints that gives, for each zone, the indices of the 8 vertices that surround it. So for example, if connectivity[0][2] is '12', then coordinates[12] would give the position coordinate of the third vertex surrounding the first zone, if that makes sense.
Once you've constructed those arrays from the information in your dataset and fed them into "load_hexadral_mesh", yt shouldn't care whether the data came from an HDF5 file or not.