The Signalink USB requires a USB connection, because it is effectively a external sound blaster interface. This interface handles the audio in/out from your rig. I believe on your TS-140S you would need to access the rear ACC2 connector. That connector has all of the audio and PTT signals necessary. It is also possible to go through the microphone connector, but that is not as efficient and for another discussion.
For rig control you will need to go in through your rigs RS-232 connector. I believe that is the IF-10c option for the TS-140S. If your computer does not have a RS-232 interface, you will need a USB to Serial Port Interface cable. Be a little careful when purchasing this cable. It should specify a "Prolific" chip. Cheaper interface cables will drop the connection and cause problems. One of the cables that I use is
USB to RS232 Converter Cable 1.0 meter - UMC-201. I have others, but that is the one I am using with my IC-735.
I use a home brew interface with my HP G62 laptop (Windows 7) and I use HRD. My rig control interface (RS-232 to CIV) is also home brew. So on my laptop, I use two USB connections plus the audio input and audio output. I use the internal sound card, but you will need to configure HRD to use the Signalink sound card. It should be pretty obvious when you are initially configuring HRD.
Be careful of some of the settings. For example, muting the speakers for your internal speakers, can also mute the output of external sound card. If you are transmitting, make sure you turn off all of the system sounds, like "you have mail". Otherwise they can be transmitted along with your digital signal. And, if your PC has a internal microphone, turn it off. Otherwise you could transmit the dog barking as well.
Keep your transmitting power reduced. Most digital modes are continuous and can overheat your transmitter on long transmissions. But digital modes do not need a lot of power. I have used between 1 and 25 watts and get all over the world. For initial testing, tune your radio to 14.070 MHZ USB. That area is active almost all the time and good for testing.