Like they said before: if you are connecting the SD directly then it should appear as a storage device (like a mp3 player), and then you should be able to copy your files. A good idea is to have windows update (if you're using windows) enabled, so it downloads automatically the driver for the SD card.
If you are connecting the camera directly to the computer, do as AARental said, and download the corresponding Canon software, which will import the photos for you, and sort them, among other things.