Hello Instinct! Welcome to Photon Lexicon.
The laser projector you linked to will be capable of displaying beam shows and simple graphics. A few letters, some simple designs, that sort of thing. It includes a DMX interface, and also has an ILDA port. An ILDA port is a 25-pin standard that is used to connect a laser show controller to a projector like the one you linked to.
So, in order to connect this projector to a computer, you would need to purchase a controller and some software. Just about every controller has an ILDA standard port that you can use to connect the controller to your projector. Then there is a separate cable that will connect the controller to your computer. (some controllers use a parallel cable, some use a USB cable, and some of the better controllers actually come on a PCI card that plugs into your motherboard.)
There are some free/open source software solutions, and there are also some hardware controller designs that you can build yourself if you are handy with a soldering iron. However, these solutions only offer the most basic features.
If you are on a tight budget, then this may be your only option. But bear in mind that laser equipment (both hardware and software) is EXPENSIVE. (This is a money pit hobby!) So consider now how much money you really want to devote to this hobby before you buy anything. Also think about how realistic it would be for you to assemble some (or all) of the components yourself. If you are handy, you can do it yourself and save a lot of money while learning a good bit as well. But if you are not, then you're just asking for trouble, and will probably waste a lot of time and money.
If you'd like to have something that offers additional functionality, and especially if you don't like the idea of building something yourself, you might consider some of the commercial packages, including the Alphalite system, the Mamba Black and Easylase USB combination, or even an intro Pangolin system. As you go up in price, you of course increase the feature set and the quality of both the software interface and the ouput of the hardware controller.
Have a good, long look around here on Photonlexicon before you decide to buy anything... You'll find many threads that discuss the pro's and con's of the various products out there.
A commercial turn-key system is relatively easy to use, and will offer excellent reliability. Unfortunately, it will also cost more. How much that matters is a question only you can answer...
Adam