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Cisco consoles are by default set to 9600 bps, 8 bits, no parity, 1 stopbit, no flow control. They look like RJ45/RJ11 connectors. Cisco console cables are usually black or light blue.
In order to connect your Cisco console to your computer use a serial interface. In the Microsoft world of computers such interfaces are called COM1, COM2, etc.
These days they come in form of a 9-pin male input, but there used to be 25-pin connectors as well. Cisco should supply you with adaptors for both connectors but if you made your own cable or bought it elsewhere (prices for original Cisco console cables are unbelievable), your mileage may vary. In any case adaptors between 9-pin and 25-pin connectors should be no problem since they are standard items available "everywhere".
Should you decide to use HyperTerminal to connect to your Cisco console, make sure you connect directly to your serial device and not through a modem (that is if you have one, otherwise this is no concern). Also use the settings mentioned above. Once connected, make sure your Cisco device is turned on. If not, turn it on. After a short while you should see boot messages.
If your Cisco device is connected and powered up, pressing [Enter] should force your Cisco device to react. Usually it will show you a prompt with or without additional messages. That's where you can start.