You would place the device in your computer, then install the software that came with it.
The internet. ;)
It is probably a KD-G510 and the manual is here:http://resources.jvc.com/Resources/00/00/94/GET0267-001A.pdf
As I don't know how to post a PDF for the manual for you. My email is cfw34677 {at} gmail {dot] com/ shoot me a email for the instruction manual. its for a KD-G510, but its the same radio. and it worked for my KD-G210
You cannot connect headset with a two 3.5mm jack with a one input 3.5mm jack. It is not made for a two jack connect.
The only way to create support for the GamePanel is to write an app using the Logitech API (lgLCD.lib). This would require programming knowledge in something like C#. You would then need access to the game data for this, which would require that you access (hack) the starcraft 2 game files. That is to say... unless Blizzard begins to support the GamePanel, you may be out in the cold. That said, they support it for World of Warcraft, so they may introduce it in the future.