I think
@Am_P gave you solid information and a useful link for the proper cable, but it is also very important to know what equipment you are using along the way, because it could make a difference.
The most basic connection is that analog output on your PC. Typically it is a 'green' connection on the computer. But, depending on your computer's motherboard, you may have digital audio outputs available to you (as mentioned).
Here is a quick and basic article that covers some of the basics, with photos, that seems decent.
As stated, it is ALWAYS best practice when asking a question, to actually include the make and model of audio gear in use. For your PC, take a photo with your phone, then post the connections on the back of your computer to the forum so we can see what it is you are actually working with. You will always get more precise answers.
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