The USB cable is standard. If you don't have an extra lying around just pick one up at your local electronics store.
For recording you can use the X3 and its usb connection as the audio interface, or you can use the X3 normal outputs as input to a seperate audio interface. Your choice. The X3 is a very good quality soundcard and using it as the audio device, with its ASIO driver over usb, gives you lots of recording options that the normal outputs don't. You can record the setero mix of both Tone 1 and 2, or just Tone 1, or just Tone 2, or the Dry signal of either Tone.