You can only connect gear if they have a common interface.
Your audio has a line in.
Your PC has a headphone out.
You can connect them using a Y-cable, headphone out to line in (RCA) of the amp.
This works but in general PC on board audio (DAC + amp) is not really high end.
Sound quality will be mid-fi probably.
But it is a very cheap way to get you started and allows you to fool around a little with ‘computer audio’.
If your amp has a digital in (SPDIF) and your PC a digital out, this is a better option.
If you’re lucky both have a coax (electrical) or optical (Toslink) interface.
Apple and Toshiba have Toslink connections; the headphone doubles as a normal headphone out and a Toslink out. You need a mini Toslink adapter.
A lot of multimedia PCs have a SPDIF out.
Most of the time a PC doesn’t have a SPDIF out.
If it is a desktop you might try a sound card.
This is PC speak for what in the audio world is called a DAC.
In case of a laptop, you don’t have the space to accommodate a sound card.
All PCs have one or more USB ports.
Most amps don’t have one (but their number is growing).
A USB DAC is the answer.
A couple of years ago good quality USB DACs where rare. Today you have a lot of choice.
If you have a good DAC, a USB to SPDIF converter is an option.
An alternative is Firewire.
This is a common interface in the pro-world.
Some think because of this it is superior to USB.
I do think it is by and large a matter of timing.
When they start using a DAW (Digital Audio Workstation) Firewire was the only bus able to deliver low latency and multi-channel. USB 1 was simply a number to small.
As there is no standard for Firewire audio like USB audio class 1 and class 2, Firewire audio never got momentum outside the pro-world. Even today the number of Firewire DACs is small and often combined with an AD converter.
A bit more detail about connecting a PC to the audio:
http://thewelltemperedcomputer.com/HW/Connect/index_connect.htm
