I have an Xbox One with Kinect 2. I want to know if I can connect it to my PC, and if so, how to do it ?
Sorry, but there is no official way to connect the XBOX One Kinect with a PC. A hack might be available one day, but I would not recommend going that way.
Buy a "Kinect for Windows V2 Sensor" - that includes the license and SDK to develop your own applications with the Kinect V2.