1. Short Version
Maybe some
aux to usb device will do the job for you. This does the job of converting the sound for the computer.
2. Extended Version
Read the Microsoft
Audio Devices Design Guide for an introduction. I guess some implementation as audio driver is what you want.
When you connect your guitar (as own USB-device) to a computer you will need to provide a driver, so Windows knows how to deal with the incoming data. This includes the driver binary and some setup files. You will find templates from which to start is recommended but for that but you have to develop and test
both projects.