you will need an audio device to plug the XLR into, such as a USB audio interface for recording or a decent recording soundcard and/or small mixer.

for usb audio interface there are things like this:

i dont use this, i use a lexicon lambda but this is just an example.

or you can get a soundcard for recording, i've seen some with xlr connection options.

you will need one of those two options to get decent quality, im sure you could find a way to hook an XLR cable to a PC without any special audio device or recording soundcard but it probably wouldnt work out that great.