Your camera comes with a USB cable, which is what you connect to your computer to download your pictures. Install the included software first, and with the cable in place, press and hold the little "play" button on the camera (same button you use to review images). Follow the prompts on the screen to download your pictures.
There are any number of ways to download/organize your photos. I like Picasa, a free program, for organizing photos on a PC. You can install it and follow its prompts when you have your camera connected. It also offers some easy, one-button editing features that work pretty well.