Most Casio programmable models are normally designed to able to do data transfer between the unit and PC. This is useful especially if you need to do serious programming on your calculator, and you can write the code at the PC, then transfer it to the calculator for compilation, instead of writing the program over the smaller screen of a calculator. The latest program link software from Casio are FA-123 and FA-124. If you are using the FX-9860 series, you need to install the FA-124 program; otherwise, the FA-123 is good enough.
You can go to Casio download site here to freely download both FA-123 and FA-124. Select the “PC Software” listed under FX-9860 Series and CFX-9850 Series to download both software.
FX-5800P is however not equipped with PC to calculator data transfer feature, only unit to unit data transfer. The unit to unit cable (SB-62) is optional, so you need to buy it separately.