It has no USB-to-Host port, only MIDI ports, so to connect it to your computer you'll need an interface to convert from MIDI to USB.
The least expensive option would be to get a MIDI-to-USB adapter. You might be tempted to go with "the best deal" you can find, meaning the one that costs the least, but be warned-- cheap MIDI-to-USB adapters from obscure companies often turn out to be problematic and a waste of money, so it's almost always better to pay a bit more for a higher-quality adapter from a company with a more well-known name. In fact, it's often best to buy whatever MIDI-to-USB adapter is made by the company who made the keyboard-- in this case, Roland. They make a "UM-ONE MK2 USB MIDI Interface" that costs about $40 from the online music stores.
A more expensive option would be to get a USB audio interface that includes at least one set of MIDI In/Out ports. That could be a good investment if you think you might eventually want to record vocals or acoustic instruments with a professional microphone-- plus, it will probably have a better sound card than your computer's internal sound card.
But if you aren't ready to spring for a decent audio interface with MIDI ports (and be aware that they don't always include MIDI ports), then Roland's UM-ONE MK2 USB MIDI Interface should do the trick as far as getting the MKB-1000 connected to your computer.