As said before, it depends on what type of microcontroller it is. It matter which language it uses. (BASIC, C, among others) It also matters if it has a preprogrammed bootlegger on it. If everything else fails, you could search the numbers on the chip for information
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It depends on which microcontroller ! Some are loaded with special dongles and SPI bus,some through USB, many through RS232, some, like ARMs through the JTAG port.
Your controller should have come with a cable to hook it to the computer. My uses a serial cable. But others might use a usb or something else. On mine I type the code in and then load it into the microcontroller via the cable. What did your's come with?