http://www.olympus.co.jp/en/support/imsg/digicamera/dow... - see page 46 for connecting the camera to the computer.
Connect the camera to the computer via a USB cable and then turn on the camera. Your computer should recognize the camera. If it is recognized as a storage device you can go to Windows Explorer and copy the pictures from the camera by left clicking on the picture(s) and dragging them to the folder of your choice. Another option is to use the software that came with the camera.