For a wired connection, you'll need a USB-C to USB-A (i.e. USB-C to standard USB) cord. Connect the C end to your controller and the A end to your PC, Windows or Mac, and that's it.

If you're using either controller in wired mode with your PC, there really isn't much of a difference - the DualSense requires a USB-C wire, while the Xbox controller requires a Micro-USB wire.