First you have to make sure your soundcard has a line input.
The connection cable depends on the output mehod of your mixer. Most of the time it will be cinch (RCA, you know : with the red and white plugs)) or XLR.
You just need to look for a cable that goes from one of the outputs of your mixer (normally you'll want to connect it either to the Master 1 output or the record output, cuz if your mixer has Master 2/Booth, it's probable that that second master is mono, so be sure to check it out).
So most of the time it will be a cable RCA to (stereo) minijack, or if you have a mixer with XLR output a XLR to minijack cable.
Just connect the cable from the output of your mixer to the line input of your soundcard.
Be sure to setup the right recording volumes in Windows (by double clicking on the little speaker in your system tray and then Options -> Properties. There you choose recording. In the next screen you can choose which inputs you want to record from and at which level.)
Software : you can do it with the sound recorder that comes with Winblows, but that's really the basic setup. If you can get your hands on better proggies like Cool Edit or Soundforge, it's much easier to record using such software, cuz they give you more control.