Well, the name implies that it's easy to do so. As far as I can tell it uses a USB cable to link to the computer -- probably not a standard version so, do you not have that ?
The alternative is to buy a USB card reader that will take MMC and/or SD cards depending which medium you are using.
Once you connect the camera or the card reader it should show up as an external removable drive in My Computer -- from there transfer files to a folder on your hard disk such as My Pictures.