This really depends on what kind of camera you have. I'll tell you what I have to do for my camera in case they are similar.
My camera came with a USB cable (one side of it is almost flat). The flat part goes into the matching port behind my computer, and the other end goes into my camera. My camera has a mode called "PC" which is used for downloading pictures from the camera. I switch the mode to PC and wait a few seconds, then I go to "My Computer" and a new drive appears (like I have C: and D: for my hard drives, E: and F: for my CD drives, and then G: appears). I double click G:, navigate through the directories, and I find the pictures in JPG format. Copy & Paste them to my computer and I'm done.
My camera also came with a CD that includes some software to do all of this for me, but I've found that it takes too long and it's usually faster for me to just copy & paste them myself. If your camera is similar to mine (I have a Rioch... or is it Ricoh? 5300), then you shouldn't have any problems after reading this post.
-Warik