You can connect your Lumia phone to a PC with a compatible USB cable using following options:
Windows 8 and Windows 7
Use the Windows Phone app for desktop. With the free app, you can sync media content between your computer and your phone. This includes the music, pictures, videos, movies, ringtones, and podcasts on your computer that you want to copy to your phone.
Windows 8 installs the app automatically. With Windows 7, you can download it from www.windowsphone.com.
Windows 8, Windows 7, Windows Vista, and Windows XP
Use Windows Explorer (called File Explorer in some versions of Windows) if you prefer to work with files and folders.
If you have a computer running on Windows XP, you need to have Service Pack 3 and Windows Media Player 11 (or higher) installed on your PC (Windows Phone 8 uses MTP for file transfer over USB which is supported first in Windows Media Player 11).
Use the Windows Phone app for Mac, it will sync your photos and videos in iPhoto. To download and install the Windows Phone app for Mac, go to the Mac App Store.
To get you started, use a sync wizard that can walk you through your choices (The wizard is available in English only).