What you do is this:
1. Download and install
Adobe Digital Editions.
2. Open ADE (Adobe Digital Editions).
3. Connect your PP to your desktop/laptop via the USB cable.
4. The PP should pop up in ADE in a few seconds to minutes. When it does, select it and authorize the device.
5. After a while, ADE should give you a message saying that your PP is now authorized and you should also see a My Digital Editions folder in your PP's root. This usually means, you can now drag-and-drop ADE DRM'd PDFs and ePUBs onto your PP and then be able to read them.