You need a piece of hardware called a programmer to program a PIC chip as well as software to compile the code and interface your PC with the programmer.
To interface with a computer you need to figure out how to use the UART serial port on the PIC chip and then figure out the PC's serial protocals. You then need to write software for the PC that can control the serial port and communicate with the PIC (which I have never done so you will have to ask someone elses). Of course, you also need to write the corresponding software for the PIC but that comes with understanding how the PIC serial port works.
You need to read the PIC manual and understand the chip, as well as studying up on how UART works.
I am just wondering, if you only need to indicate if a circuit is on, can't you just use an LED or something?