Hi Dappad and welcome. You have been miss sold. You either use a USB mic, on its own to record or a conventional mic with an "XLR cable" and an interface. Now, that interface looks pretty basic but will serve quite well I am sure but much depends on your aspirations!
Do you want to sing and can you play an instrument and therefore want to construct songs? If you just want a mic for podcasting you don't really need the interface (there are however much better interfaces for more complex podding)
But to get the interface going...READ THE MANUAL! That might suggest you need to install some software. Called a "driver" although most USB audio is plug n play these days...Still, RTFM, always best. Next you will need some headphones to listen to the unit and just find a YT track then check in the computer (mac?) for the sound setup and set the borge (resistance is futile!) as the primary record and playback device.
Once you have playback you can look into recording but at present you have nothing you can plug in to record! Unless you have a guitar?
Do keep coming back, don't want to overload you with information on day one!
Dave.