It's got three pins, connect + and - to power and ground, and connect the signal pin to an Arduino I/O pin (e.g. pin 2). If you need to read fast data transfer refer to Adafruit's great page on it: https://learn.adafruit.com/ir-sensor/using-an-ir-sensor
The common approach is to use the RXTXcomm.jar but the main issue is this jar is not well maintained in maven repos. Looks like a good option is to use is http://fazecast.github.io/jSerialComm/
It really depends on what use case you want to achieve. Will there be multiple devices controlled from a single laptop ? Do you want to remote control them ? Do you need to build a user Interface on your laptop or is command line ok ? Etc. With respect to communication, you can simply go serial ...