That all depends what you want to do.
If you want to transfer music to make a cd or so, you use HEADPHONE OUT or LINE OUT (at the back) to LINE IN on the computers soundcard and a recording program like free to download AUDACITY.
If you want to use it as a midi interface you need the software for it and a special cable with TWO midi connectors IN and OUT to a connector on your computer RS422 (game port) and you have to set the HOST Select (at the back) to MIDI.
All this you can find on page 154/155 of your manual.
