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I get the idea you just want to record the drums onto a track in pro tools. Come out the headphones out and go into the computer's line in. I guess you could use a preamp or mixer in between the drum machine and computer, but might not be necessary - I think they pump out some good volume, but I'm not sure.
You might need to go to radio shack and get the appropriate adapter jacks or cords, depending on the size of the input/output. Usually 1/8 to 1/4 inch (or vice versa) adapters. Unless you have a 1/8" to 1/8" cord. Most people have 1/4" cords laying around, hence the need for the adapters.