Usually you don't (the
PC
doesn't) communicate directly with the temperature sensor. A
microcontroller is used to get data from the sensor and then to forward the measure to the
PC
(using, for instance, serial communication).
Of course it all depends on the 'sensor' you are using.
[Update]
Apparently your pyrometer uses serial communication.
Hence all you need is the
SerialPort Class (System.IO.Ports)[
^] and a good understanding of the device protocol (the documentation looks promising: examples are provided).
[/Update]