To come from the "Walkman" Headphone Jack to the Line In on your PC, you most likely need a 1/8" Phone jack ... (looks like the plug on the end of a set of portable headphones, at both ends)

Unless you're lucky enough to have a sound card with RCA jacks for input...

Then you'll need a cable that goes from 1/8" to probably Right and Left RCA Jack...   common enough cable to be got just about anywhere....