Can you provide any more details? Is iTunes installed on your computer? What operating system do you use? (Windows XP/Vista/7, (Mac) Leopard/Snow Leopard)
You should see a white cable that came with the iPod Touch, one end is USB which goes into the computer (generally at the front of a desktop (the box on the groun), or the side of a laptop), the other end which connects to the bottom of the iPod Touch.
Not much else I can say without more information.