It can be connected to your computer or device with a micro USB. Data can be sent and received between the BBC micro:bit and the computer so programs can be downloaded from Windows, Mac, Linux (including Raspberry Pi) onto the micro:bit via this USB data connection.
If possible, avoid using USB ports on computers designed for charging devices (they are often marked with a lightning bolt). They give out a higher voltage than the micro:bit is designed to handle, and you may cause damage to your micro:bit.
For more information see our article on fault finding with the micro:bit