Hrmmm, you seem to be missing a part ... The wireless sensor you linked transmits a temperature reading much like a radio station transmits a song ... Without a receiver you have no way of knowing what the temperature is ( or knowing what song is playing ). Typically industrial sensors like the one linked are designed to integrate in various flexible ways; however, they are typically NOT "Plug-N-Play" like consumer oriented products.
I would **think** at the very least you would need a receiver AND some type of interface between the receiver and a PC AND a PC Application designed for said interface. As a general rule there is nothing **easy** about interfacing a PC with real time sensors.
For DIY an Arduino could be programmed to interface with both a PC and a sensor (Receiver) and then it would be easy enough to write an application in Visual Basic to interface with Arduino .... assuming you have the requisite programming skills for the two platforms ...