on the sound card (or the onboard audio connectors) there will be a 3 different colour conectors (if you are using sterio sound). there will be more if you use 5.1 etc. Anyway, one of the conections should be blue - that is the audio in socket. Plug the cable into there, it will be the same as a headphone socket.
All depend on the arrangement of your sound card. Or the motherboard if you use onboard sound. Some motherboard does not have dedicated line in, for example Nfore Motherboard's on board sound. What you do is to reconfigure one of sound card's output port as line in.
If your machine has line in, it should have line in symbol next to it; some circuits with arrow cross.