Next time when you ask a question, well, anywhere, please enter more detail about your problem, like what the part number is of the stuff you're trying to make it work.
I'm going to assume your sensor has wire outputs like the above. Since you're new to electronics, I suggest you get yourself an Arduino and follow the basic tutorials to familiarize yourself with how to do stuff with electronics.
Basically, one of the basic things you can do with an Arduino is to get data that's on the Arduino to your PC through something called "serial". Use that. For making a UI wrapper around Arduino, I suggest you use a programming language you're most familiar with, and a UI framework like Qt or something like that to build yourself a UI. Basically every programming language has support for reading serial data.
As for the microcontroller part, try reading this question: Interfacing an inductive proximity sensor with a Microcontroller using a sort of PNP-NPN transistors combination