Hello altimas - Welcome to the Sony Forums

That is a USB port which you can use to make the connection to your PC. According to the manual for this camera, there should be the necessary cable in the box but if this is not available, they can be purchased for around £5 on eBay by searching for 'DCR-SR72 USB Cable'.

Aside from that, you will need to run the software provided on the original CD. If you do not have this to hand, it can be downloaded from here:

http://www.sony.co.uk/support/en/product/DCR-SR72E/updates

Thanks,

Simon