The Front Right speaker of the X-530 series is the controller for your speaker system. There are two sets of cables coming from that speaker. One terminates in a d-sub 15 pin connector which connects to your sub-woofer. The other cable terminates into three 3.5mm jacks which plug into your computer's audio out ports. These jacks are colored. green/orange/black.
If your system/motherboard has color-coordinated audio ports, it's as simple as that. If your system has only a single audio output port, use the green jack.
I agree with Moto, though, that more information is needed. If you're not sure what motherboard you have installed, the maybe a picture of the rear of your system would help.