From the very sparse description of that one above, it probably has an RCA video cable to plug directly into a VCR or TV etc. Definately some sort of analog signal. To capture footage using a pc, you'll need a video capture card (something like the Osprey 100, although there are much cheaper ones available). Having said that, that specific one has no zoom to speak of.
Bearing in mind you pay a lot for the wireless aspect and pc connectivity, you may consider getting something like
this. It's an encrypted wireless 802.11g camera that you can check on over the internet with a wireless router, it's got a digital zoom (not optical, mind you), and even the capability for a speaker so you can warn the kids to get lost if you wish.
One thing though, for wireless cameras with pc connectivity you're looking at a lot of money ($320.88 -ish for that one). Have you considered putting a fake camera on the side of your house ( a large bullet camera just screwed into the wall)? That'd probably be enough visual deterrent and would be a lot cheaper.